Second World?

I just wonder anyone can tell me where the expressions 'First World' and 'Third World' came from? Although I understand basically what they mean, but we never hear about the Second World. Yes I know the terms First, Second and third worlds date from the Cold War. The US and its allies were the First World, the Soviets and its allies were the Second. The Third World were neutral and Non-Aligned nations. In this sense Switzerland and Sweden were third-world countries. However so far as we do not use the Second World, the First and Third are obsolete now, aren't they?