I found this in Wiki.
A representative New Zealand team, since referred to as the Originals, first toured the British Isles in 1905. The emergence of the name All Blacks occurred during this tour when, according to team member Billy Wallace, a London newspaper reported that the New Zealanders played as if they were "all backs".[14] Wallace claimed that because of a typographical error, subsequent references were to "All Blacks". This account is most likely a myth, because of their black playing strip, the side was probably referred to as the Blacks before they left New Zealand. Even though the name All Blacks probably didn't originate during their trip, the tour certainly popularised it.[14]