Musnad Ahmad 577:1

'Abd al-Razzaq narrated to us, Ma'mar informed us, from 'Ubayd Allah ibn 'Umar, from a sheikh whom he named, from Nu'aym ibn al-Nahham, who said: I heard the caller to prayer of the Prophet, peace and blessings of Allah be upon him, on a cold night while I was in my blanket, and I wished that he would say: "Pray in your dwellings." When he reached "Come to success," he said: "Pray in your dwellings." Then I asked about that, and it turned out that the Prophet, peace and blessings of Allah be upon him, had commanded him to do so.