Gygax stated here on ENWorld that he did not consider Arthur and his knights to be Paladins. Several people have stated that the source was Poul Anderson's Holger Carlsen from Three Hearts and Three Lions. I don't recall if Gary was one of those people. However, according to Tim Kask in a post at Dragonsfoot , "The inspiration came from several sources he read, 3H & 3L would certainly be one, as would all the Scott and Lamb stuff" (note: he being Gary)The paladin is the archetypical knight in shining armor, especially Arthur and his knights. The concept never really changed much. Unfortunately, paladin was the first serious hit to fighter, and very early in the game's history too being basically fighter+. But paladin was reigned in with very strict alignment and ability requirements.
"Gary Gygax wrote in issue #2 of The Excellent Prismatic Spray (2001) that Jack Vance’s Cugel the Clever and Zelazny’s Shadowjack were the greatest influences on the Advanced Dungeons & Dragons thief class as described in the The Players Handbook (1978)." appendixnbookclub.comThief was probably inspired by characters like the Grey Mouser and other roguish fantasy characters.
@talien in a post on Jack Vance's contributions cited Shannon Applecline who also stated that both Cudgel and Jack of Shadows were the influences for the Thief. However, Applecine and Jon Peterson both state that Gary's Thief was a "restructured version" of a thief class by Gary Switzer and influenced by Bilbo Baggins and Cudgel.
@talien's post also includes how Jack Vance's Dying Earth was the inspiration for the D&D Wizard.
The best source we have is the preface to Oriental Adventures 1e in which Gygax stated that Brian Blume based the original Monk class on The Destroyer series of novels.The monk was inspired by a contemporary pop cultural interest in Eastern martial arts. Unfortunately, the class had a lot of abilities that didn't mesh well together.
Tim Kask noted, on Dragonfoot, that Blume, whom was a fan of the TV series, Kung Fu, learned about a Monk class in Dave Arneson's Blackmoor campaign and became "infatuated" with it. However, he did not know how much the actual D&D class was influenced by Arneson or Blume.