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2.
A corruption of the saying, "To each, his zone."

Simply referring to the fact that people need their personal space.
For example, my friend and I are listening to some guy just blabber on and on about his own little world. We look at each other puzzled and I say, "Well, to each his zone." Simply due to sounding the same, this has been altered by some to "To each his own".

Similar to the idea of someone's "own little world". I could just as easily say, "Man, he just lives in his own little world." It would have the same meaning.
by ShinjiLa July 02, 2007
 
1.
Statement said when someone does not agree with your opinion. Meaning that even though they don't like it you do.
1: Look at that car there it's rockin!
2: No it's not.
1: Well, to each his own.
by Cactus September 04, 2004