The online Oxford English Dictionary (OED) entry for "no one", which Bob C. refers to in #9, is as follows, with my emphasis regarding the hyphenated form and omitting quotations before 1829:
Pronunciation: Brit. /ˈnəʊwʌn/ , U.S. /ˈnoʊˌwən/
Forms: see no adj.and one pron.(Show Less)
Etymology: < no adj.+ one pron.
The hyphenated form no-one seems to have been introduced in the mid 19th cent. and to have remained uncommon until the late 20th cent. It remains a minority variant.
1829 R. Southey Sir Thomas More (1831) II. 421 Such transactions as no one,‥half a century ago, would have been ashamed of.
1851 W. Whewell tr. H. Grotius De Jure Belli I. 256 In things which are properly no-one's, two things are occupable; the lordship, and the ownership.
1861 J. Pycroft Agony Point (1862) 35 No one has room to do much more than jostle together.
1927 E. Bowen Hotel xxiii 245 No one, evidently, could have been sorrier for the poor horses than Mrs. Kerr.
1957 J. Rhys Letters 143 There's no one around but sea gulls and dim men in raincoats.
1988 Which? Jan. 36/1 No-one but a registered hearing aid dispenser is allowed to sell you anything called a hearing aid.
no one, pron.
Third edition, July 2009; online version November 2010. ; accessed 12 January 2011.