The original line was said by the character Randy from the satirical American TV show South Park, in season 9 episode 5 that aired in 2005.
During the episode, the Park Country PD makes several arrests on Randy. Each occasion he complains and says the line “I thought this was America!”
The first community that started using the format was YTMND in 2005.
In 2007 there was a Yahoo Answers thread created to discuss both the episode and the meme.
From 2010, I thought this was America got featured on Urban Dictionary, afterwards Tumblr blogs and Reddit threads were born, dedicated to the format.