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Apparently passports and visas were an innovation inspired by the militarism and nationalism that swept Europe at the beginning of the twentieth century.

Passports were referenced plenty in Around The World in 80 Days, written in 1873. ( http://aroundtheworld.phileas-fogg.net/80days.html )

Although if you mean the systematic use of passports, rather than their invention, yes - Wikipedia Says:

*During World War I, European governments introduced border passport requirements for security reasons (to keep out spies) and to control the emigration of citizens with useful skills, retaining potential manpower. These controls remained in place after the war, and became standard procedure, though not without controversy. British tourists of the 1920s complained, especially about attached photographs and physical descriptions, which they considered led to a "nasty dehumanisation"

- http://en.wikipedia.org/wiki/Passport