Where did this expression come from?

According to a myth in many cultures, cats have multiple lives. In many countries, they are believed to have nine lives, but in some Spanish-speaking regions they are said to have seven lives, while in Turkish and Arabic traditions the number of lives is six. The myth is attributed to the natural suppleness and swiftness cats exhibit to escape life-threatening situations. Also lending credence to this myth is that falling cats often land on their feet because of an inbuilt automatic twisting reaction and are able to twist their bodies around to land feet first, though they can still be injured or killed by a high fall.

Here is something interesting

http://www.moggies.co.uk/html/9_lives.html

See the following link for a full explanation:

http://www.moggies.co.uk/html/9_lives.html