While folks claim that Pecan Pie was made earlier in the 19th Century there seems to be no recipes found in cook books until the end of the century. There were a few that mentioned making a custard pie and adding pecans but those seem to be different than what we know today as pecan pie. Below is the earliest recipe for Pecan Pie that I found.
Texas Pecan Pie. Mrs. M. B. sends the following receipt: One cup of sugar, one cup of sweet milk, half a cup of pecan kernels chopped fine, three eggs and a tablespoonful of flour. When cooked, spread the well-beaten whites of two eggs on top, brown, sprinkle a few of the chopped kernels over. These quantities will make one pie.
Source: Ladies' Home Journal ©1897 and again in 1898
Please note that I did find an 1824 reference of a "pecan pie" in a Christian publication. Here's the quote: "Once more consider, God seldom gives his pecan pie so sweet a foretaste of their future rest, as in their deep afflictions."