From Wikipedia:
The First "Computer Bug" Moth found trapped between points at Relay # 70, Panel F, of the Mark II Aiken Relay Calculator while it was being tested at Harvard University, 9 September 1947. The operators affixed the moth to the computer log, with the entry: "First actual case of bug being found". They put out the word that they had "debugged" the machine, thus introducing the term "debugging a computer program". In 1988, the log, with the moth still taped by the entry, was in the Naval Surface Warfare Center Computer Museum at Dahlgren, Virginia, which erroneously dated it 9 September 1945. The Smithsonian Institute's National Museum of American History and other sources have the correct date of 9 September 1947 (Object ID: 1994.0191.01). The Harvard Mark II computer was not complete until the summer of 1947.