The phrase “Iron Curtain” was coined by Churchill in a speech in Missouri, if memory serves. Is there a known source for “Cold War”?
Update: Dan Kohn did the legwork and got the goods:
Cold War
This term for a conflict between nations that falls short of all-out war was coined, appropriately enough, by George Orwell in October 1945. Many, including Safire, credit Bayard Swope, a speech writer for Bernard Baruch[,] for coining the term in a draft speech in 1946. Baruch didn’t use the phrase, though, until 1947. But Orwell beat him to the punch in an article in the Tribune.
Dan adds, “BTW, Churchill’s speech is here“.