Werewolf stories probably began with those to tended flocks, for to them a wolf, a tiger or any predator of their livelihood was a great threat. The wolf is particular to Europe but in India it is a tiger, in Africa a hyena, Japan a fox, etc.

"THE STORY OF LYCAON" in THE METAMORPHOSIS by Ovid (9 AD)
"NICEROS'S STORY" in THE SATYRICON by Petronius Arbiter (60 AD)
  KROLF KRAKI'S SAGA (6th Century AD)