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"Concepts of religion may now be goals of science and engineering."
- Bart Kosko

Moving a Planet  
  Early use of the concept of moving a planet to a new sun.  

Leave it to E.E. "Doc" Smith to come up with the grand concept. What is a civilization to do when its sun is old and can no longer provide warmth and light?

Be that as it may, Arisian records are clear upon the point that before the two galaxies began to coalesce, there were never more than three solar systems present in either; and usually only one. thus, when the sun of the planet upon which their race originated grew old and cool, the Arisians were hard put to it to preserve their culture, since they had to work against time in solving the engineering problems associated with moving a planet from an older to a younger sun.
Technovelgy from Triplanetary, by E.E. 'Doc' Smith.
Published by Not known in 1934
Additional resources -

Edmond Hamilton had the same idea; in March of the same year he published a story named Thundering Worlds in which the process by which a planet might be moved using planetary propulsion blasts is explicitly detailed.

You might be interested in taking a look at what happens when a species with a herd mentality decides to flee their home system. Do you really need a sun to organize your planets? See the entry for Kemplerer Rosette from Larry Niven's marvelous 1970 novel Ringworld.

For an earlier example of moving a celestial body, see steering a star from Edmund Hamilton's 1928 novella Crashing Suns. Also, take a look at the asteroid rocket from Salvage in Space (1933) by Jack Williamson.

Phil Nowlan and Dick Calkin drew this idea in the comic strip Buck Rogers: 2430 AD in 1930; see the original drawings at ship pushes moon.

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Additional resources:
  More Ideas and Technology from Triplanetary
  More Ideas and Technology by E.E. 'Doc' Smith
  Tech news articles related to Triplanetary
  Tech news articles related to works by E.E. 'Doc' Smith

Moving a Planet-related news articles:
  - Planets May Wander Alone
  - Moving Whole Planets, Revisited

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