Bed bugs are not specifically mentioned, but the concept is clear, as Englishman Morris Birkbeck describes staying in a tavern during his American tour in Notes on a Journey in America (1818):

May 28 [1817].

. . . The taverns in the great towns, east of the mountains, which lay in our route, afford nothing in the least corresponding with our habits and notions of convenient accommodation: the only similarity is in the expense.

At these places all is performed on the gregarious plan: every thing is public by day and by night; –for even night in an American inn affords no privacy. Whatever may be the number of guests, they must receive their entertainmen en masse, and they must sleep en masse. Three times a-day the great bell rings, and a hundred persons collect from all quarters, to eat a hurried meal, composed of almost as many dishes. At breakfast you have fish, flesh and foul; bread of every shape and kind, butter, eggs, coffee, tea–every thing, and more than you can think of. Dinner is much like the breakfast, omitting the tea and coffee; and supper is the breakfast repeated. Soon after this meal, you assemble once more, in rooms crowded with beds, something like the wards in a hospital; where, after undressing in public, you are fortunate if you escape a partner in your bed, in addition to the myriads of bugs, which you need not hope to escape.

And I thought being crammed into overcrowded transportation was bad.

But according to thisislondon, later travelers had a solution:

During the 19th century, gentlemen going on their Grand Tour would typically take a pig with them while staying at hotels - sending the animal up into the bed so it could be bitten, before getting in themselves.

That’s what you call progress.

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