c. 1300, from Late Latin orphanus "parentless child" (source of Old French orfeno, Italian orfano), from Greek orphanos "orphaned, without parents, fatherless," literally "deprived," from orphos "bereft," from PIE *orbho- "bereft of father," also "deprived of free status," from root *orbh- "to change allegiance, to pass from one status to another" (source also of Hittite harb- "change allegiance," Latin orbus "bereft," Sanskrit arbhah "weak, child," Armenian orb "orphan," Old Irish orbe "heir," Old Church Slavonic rabu "slave," rabota "servitude" (see robot), Gothic arbja, German erbe, Old English ierfa "heir," Old High German arabeit, German Arbeit "work," Old Frisian arbed, Old English earfoð "hardship, suffering, trouble"). As an adjective from late 15c.
The Little Orphan Annie U.S. newspaper comic strip created by Harold Gray (1894-1968) debuted in 1924 in the New York "Daily News." Earlier it was the name (as Little Orphant Annie) of the character in James Whitcomb Riley's 1885 poem, originally titled "Elf Child":
LITTLE Orphant Annie's come to our house to stay,
An' wash the cups an' saucers up, an' brush the crumbs away,
An' shoo the chickens off the porch, an' dust the hearth, an' sweep,
An' make the fire, an' bake the bread, an' earn her board-an'-keep;
An' all us other childern, when the supper-things is done,
We set around the kitchen fire an' has the mostest fun
A-list'nin' to the witch-tales 'at Annie tells about,
An' the Gobble-uns 'at gits you
1814, from orphan (n.). Related: Orphaned; orphaning.
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