Xerox invented it, Apple nicked it, Microsoft copied it
Not quite. People at Xerox PARC invented the idea - but their windows were not able to overlap. They couldn't figure out how to do overlapping windows. (The issue has to do with the arbitrary shapes that can be formed when one window is overlaid by multiple others, which you need to do clipping of content when drawing, and when refreshing.)
Apple toured the facility (with permission) and their engineers saw the interface. Unaware that PARC engineers hadn't been able to do overlapping windows, Bill Atkinson actually worked it out. In assembler. (Anyone who has programmed 68k Mac should be aware of 'regions', which is how it's done.) That was one of the most important parts of getting the interface into sellable form.
It also helped that some of the Xerox people (e.g. Larry Tesler) were so impressed with the Apple people that they joined the Apple team working on the Lisa.
There's a lot of cool material about this on the web, but Hertzfeld's book "Revolution in the valley" is a really great read on this subject.
Edit: mixed up Bill and Andy as the inventor. See the
original patent.