Etymology
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Rambo 

used allusively from 1985, in reference to John Rambo, hero of Canadian-American author David Morrell's novel "First Blood" (1972), popularized as portrayed by Sylvester Stallone in the Hollywood movie version (1982), a U.S. Vietnam veteran, "macho and self-sufficient, and bent on violent retribution" [OED]. The family name is an old one in New Jersey and Pennsylvania (where Morrell supposedly first heard it), originally Swedish, sometimes said to represent Swedish place name Ramberget, or to be from French Huguenots who took refuge in Sweden.

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marine (n.)

late 14c., "seacoast;" see marine (adj.). Meaning "collective shipping of a country" is from 1660s. Meaning "soldier who serves on a ship" is from 1670s, a separate borrowing from French marine, from the French adjective. Phrase tell that to the marines (1805) originally was the first half of a retort expressing disbelief in some statement made or story told:

"Upon my soul, sir," answered the lieutenant, "when I thought she scorned my passion, I wept like a child."
"Belay there!" cried the captain; "you may tell that to the marines, but I'll be d----d if the sailors will believe it." ["John Moore," "The Post-Captain; or, the Wooden Walls Well Manned," 1805]

The book, a rollicking sea romance/adventure novel, was popular in its day and the remark is a recurring punch line in it (repeated at least four times). It was written by naval veteran John Davis (1774-1854) but published under the pseudonym "John Moore." Walsh records that, among sailors, marines are "a proverbially gullible lot, capable of swallowing any yarn, in size varying from a yawl-boat to a full-rigged frigate."

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Memorial Day 

"day on which a memorial is made," by 1819, of any anniversary date, especially a religious anniversary; see memorial (adj.). As a specific end-of-May holiday commemorating U.S. war dead, it began informally in the late 1860s and originally commemorated the Northern soldiers killed in the Civil War. It was officially so called by 1869 among veterans' organizations, but Decoration Day also was used. The Grand Army of the Republic, the main veterans' organization in the North, officially designated it Memorial Day by resolution in 1882:

That the Commander-in-Chief be requested to issue a General Order calling the attention of the officers and members of the Grand Army of the Republic, and of the people at large, to the fact that the proper designation of May 30th is Memorial Day and to request that it may be always so called. [Grand Army Blue Book, Philadelphia, 1884]

The South, however, had its own Confederate Memorial Day, and there was some grumbling about the apparent appropriation of the name.

The word "Memorial" was adopted by the Maryland Confederates shortly after the war, and has been generally used throughout the South. It is distinctively Confederate in its origin and use, and I would suggest to all Confederate societies to adhere to it. The Federals' annual day of observance is known as "Decoration Day," having been made so by an act of Congress, and the 30th day of May named as the date. In Maryland there is annually a Decoration Day and a Memorial Day. The two words are expressive not only of the nature of the observance, but also of the people who participate therein. [Confederate Veteran, November 1893]
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chestnut (n.)

type of tall tree native to western Asia, southern Europe, and eastern U.S., also the large "nut" that it produces, 1560s, from chesten nut (1510s), with superfluous nut (n.) + Middle English chasteine, from Old French chastain (12c., Modern French châtaigne), from Latin castanea "chestnut, chestnut tree," from Greek kastaneia, which the Greeks explained as either "nut from Castanea" in Pontus, or "nut from Castana" in Thessaly, but probably both places are named for the trees, not the other way around, and the word is borrowed from a language of Asia Minor (compare Armenian kask "chestnut," kaskeni "chestnut tree"). In reference to the dark reddish-brown color, 1650s. Applied to the horse-chestnut by 1832.

Slang sense of "venerable joke or story" is from 1885, explained by U.S. actor Joseph Jefferson ("Lippincott's Monthly Magazine," January 1888) as probably abstracted from the 1816 melodrama "The Broken Sword" by William Dimond where an oft-repeated story involving a chestnut tree figures in an exchange between the characters "Captain Zavior" and "Pablo":

Zav. Let me see—aye! it is exactly six years since, that peace being restored to Spain, and my ship paid off, my kind brother offer'd me a snug hammock in the dwelling of my forefathers;—I mounted a mule at Barcelona, and trotted away for my native mountains. At the dawn of the fourth day's journey, I entered the wood of Collares, when, suddenly from the thick boughs of a cork-tree—
Pab. [Jumping up.] A chesnut, Captain, a chesnut!
Zav. Bah! you booby, I say, a cork.
Pab. And I swear, a chesnut—Captain! this is the twenty-seventh time I have heard you relate this story, and you invariably said, a chesnut, till now.
Zav. Did I? Well, a chesnut be it then. But, take your seat again.

Jefferson traced the connection through William Warren (1812-1888), "the veteran comedian of Boston" (and Jefferson's cousin) who often played Pablo in the melodrama.

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