Historians seem not certain who invented four wheel drive. According to what I found on the internet, the first 4WD vehicle was designed by Ferdinand Porsche (the founder of Porsche cars) for the Austrian truck manufacturer Jacob Lohner in 1900. The first vehicle in the history of 4WD had electric hub motors on each wheel - the engine powered a generator for power supply.
First mechanical 4WD (transfer case, drive shafts etc.) was built by the Dutch company Jacobus Spyker in 1902. Since the Lohner/Porsche four wheel drive has such an unusual status with its electric hub motors the Spyker should be considered the world's first four wheel drive.
The world's first automaker, Daimler Benz has a solid place in 4WD history as well. Mercedes started building 4WD vehicles 1903 - some of them already with all wheel steering.
The first US four wheel drive vehicle, was built 1911 by the Four Wheel Drive auto company (FWD).
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