This expression came from the 19th century when women made their own dresses. It was understood it took 9 yards of cloth to make a dress. Today, it is a slang expression which means something like "everything" or "completely."

From what I heard (and according to Wikipedia), the origin of the phrase is widely attributed to World War II with nine-yards being "the length of an aircraft machine-gun ammunition belt." To go "the whole nine yards" meant to completely use all bullets in the gun.

The phrase "the whole nine yards" means "completely, everything" e.g. I was mugged. They took my wallet, my keys, my shoes, my coat - the whole nine yards.