Godfrey Cohen founded the first Godfreys store in 1931 in Prahran, Melbourne. The business expanded within Australia as demand from customers increased after World War Two, and the product range grew from solely bagged vacuum cleaners to include steam mops, carpet shampooers and bagless vacuum cleaners over time.he business expanded within Australia as demand from customers increased after World War Two, and the product range grew from solely bagged vacuum cleaners to include steam mops, carpet shampooers and bagless vacuum cleaners over time.