It’s a catch phrase. Will Smith used it in Independence Day when he escaped from the alien mother ship.
Kim Basinger made a move titled Elvis has Left the Building.
Al Dvorin, a concert announcer who traveled with Elvis throughout the performer's career, made the phrase famous when his voice was captured on many recordings of Elvis' performances.
But where did it originate? The answer might surprise you.
At a Louisiana Hayride benefit for the Shreveport YMCA at the Fairgrounds on December 15, 1956, announcer & KWKH DJ Frank Page told the young people in the audience “Elvis has left the building”.
For those younger readers not familiar with it, the Hayride featured performances by a string of legendary artists such as Hank Williams (who first appeared in August of 1948), Johnny Cash, The Wilburn Brothers, Webb Pierce, Jim Reeves, Faron Young, Johnny Horton, Nat Stuckey, Maggie Lewis, Claude King, Merle Kilgore, David Houston, Maddox Brothers and Rose and even the King himself, Elvis Presley.
During it's heydey the Hayride was broadcast nationwide and, for a time, was even heard overseas on Armed Forces Radio.