To my surprise, I read that the Tin Man in The Wizard of Oz is a cyborg. From Wikipedia:
In the books, the origins of the character are rather gruesome. Originally an ordinary man by the name of Nick Chopper (the name first appearing in The Marvelous Land of Oz), the Tin Woodman used to make his living chopping down trees in the forests of Oz, as his father had before him. The Wicked Witch of the East enchanted his axe to prevent him from marrying the girl that he loved. The enchanted axe chopped off his limbs, one by one. Each time he lost a limb, Nick Chopper replaced it with a prosthetic limb made of tin. Finally, nothing was left of him but tin. However, Ku-Klip, the tinsmith who helped him, neglected to replace his heart. Once Nick Chopper was made entirely of tin, he was no longer able to love the girl he had fallen for.
Is this the first example of a fictional cyborg?