I believe Chater-Lea made a threadless headset in the 1930s. Whats new in the world. Ive even seen a Bates International bike of the same era with an integrated headset (ie hour-glass shaped head-tube).

The biggest advantage of the threadless design is that you can do all the adjustments with a couple of allen keys. For a tourist, this represents a considerable weight-saving in the tool kit.
On threadless systems, the steerer tube of the fork can be made with a thinner wall, and you can use non-ferrous materials such as Al, Ti and carbon. The dimensions of a 1" threaded system is really only suitable for construction in steel.