Historians seem not certain who invented four wheel drive for cars. Somehow the history of 4WD is not well recorded. According to what I found on the internet, the first 4WD vehicle was designed by Ferdinand Porsche (yes, the founder of Porsche cars) for the Austrian truck manufacturer Jacob Lohner in 1900 (no typo).
The first vehicle in the history of 4WD had electric hub motors on each wheel - the engine powered a generator for power supply. Porsche was 25 years old when he designed the vehicle. By the way, NASA used the idea of electric wheel hub motors to put its lunar vehicle in motion
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 is considered to be the world's first four wheel drive car.
more: spykercars.com 4WDonline.com
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) . The company was formed by Zachow and Besserdich, and the latter was subsequently involved in forming a company that took its name from the town of Oshkosh and manufactured 4x4 trucks. FWD supplied 4x4 trucks to both the British and US armies during World War One
Some of the claims, having invented the first 4WD in history, are pretty hilarious.
Check them out!
Mercedes and BMW introduced really sophisticated four wheel drive vehicles in 1926
Mercedes G 5
Mercedes-Benz 4x4 history