The Polychoke was of course a collet choke, not a screw-in, as I am sure Larry knows. The Cutts preceeded the Win 59 with screw-in chokes, but they of course did not screw directly into the bbl, but into the "Attachment".
I seem to recall, as Larry said, the Win 59 promoting it as having the first screw-in chokes. I never really checked them out for accuracy, but if there were predecessors they never really caught on. The Win-Choke was the beginning of the "screw-in" as we know it today I believe.
My memory is a little hazy here as I never held any interest in bolt action shotguns but I do recall Mossberg building some .410's with tubes back in the 50's at least, without a compensator body. I seem to recall them screwing onto the bbl ala Roper fashion, but they may have screwed into a sleeve attached to the bbl. Either way they would have been tubes which preceded the W-59 but don't recall them going directly "IN" the bbl.