I'm trying to find a year of publication of the importance sampling technique. Does anyone has a reference on this?
I'm tempted to say 1970 (Hastings paper), but I would like to know if anyone knew this before.
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Edit: Looks like sk1ll3r is correct that Kahn introduced the method a year earlier than this answer suggests. I haven't checked if the term "importance sampling" appears in the earlier references, though.
Original answer: It looks like the term was first proposed in
Kahn, H. and Harris, T. E. (1951). Estimation of particle transmission by random sampling. National Bureau of Standards applied mathematics series, 12:27–30.
Here's the relevant section (from the first column of the first page):
I also found an article "Use of different Monte Carlo sampling techniques" from Herman Kahn, which is dated 30 November 1955 and which enumerates variance reduction techniques; Importance sampling is one of them. (https://www.rand.org/content/dam/rand/pubs/papers/2008/P766.pdf)
One earlier reference is the Hammersley & Handscomb (1964) monograph on Monte Carlo methods (http://www.worldcat.org/title/monte-carlo-methods/oclc/312077), which details the technique on page 57 and following, naming it "importance sampling". This reference was used in a 1976 article by Siegmund (http://www.jstor.org/stable/2958179).
Unfortunately Hammersley & Handscomb do not give any reference for the method, so another earlier precedent, possibly a paper, might exist. You can find a PDF of this monograph quite easily, as it has been uploaded to several educational sites.
EDIT: Following Adela's answer, I found another reference: A Kahn and Marshall paper from 1953: http://www.jstor.org/stable/166789 ("Importance sampling" is explained from page 269 onwards). Again, the way its described suggests there is some earlier precedent.
 Herman Kahn. Random sampling (Monte Carlo) techniques in neutron attenuation problems, I. Nucleonics, 6(5):27–37, 1950a.
 Herman Kahn. Random sampling (Monte Carlo) techniques in neutron attenuation problems, II. Nucleonics, 6(6):60–65, 1950b.
 Art B. Owen. Monte Carlo theory, methods and examples. 2013.