Etymology
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London 

chief city and capital of England, Latin Londinium (Tacitus, c. 115), according to the "Cambridge Dictionary of English Place-Names," "unexplained." It is often said to be "place belonging to a man named *Londinos," a supposed Celtic personal name meaning "the wild one," "but this etymology is rejected in an emphatic footnote in Jackson 1953 (p. 308), and we have as yet nothing to put in its place" [Margaret Gelling, "Signposts to the Past: Place-Names and the History of England," Chichester, 1978]. Its mythical history is told in Layamon's "Brut" (c. 1200).

In late Old English often with -burg, -wic, or -ceaster. As an adjective, Old English had Lundenisc, but this seems to have fallen from use, and modern Londonish (1838) probably is a re-coinage. Also Londony (1884); Londonesque (1852); Londinensian (George Meredith); Londonian (1824, marked "rare" in OED).

London Bridge the children's singing game is attested from 1827. London broil "large flank steak broiled then cut in thin slices" attested 1930s, American English; London fog first attested 1785.

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Jim Crow 

"black man," 1838, American English, originally the name of a black minstrel character in a popular song-and-dance act by T.D. Rice (1808-1860) that debuted 1828 and attained national popularity by 1832:

Wheel about, an' turn about, an' do jis so;
Eb'ry time I wheel about, I jump Jim Crow.

Where and how Rice got it, or wrote it, is a mystery. Even before that, crow (n.) had been a derogatory term for a black man. As an adjective from 1833, in reference to the song. Association with segregation dates from 1841, in reference to separate railroad cars for blacks in Massachusetts. Modern use as a type of racial discrimination is from 1943. Jim Crow also could be a reference to someone's change of (political) principles (1837, from the "jump" in the song) or reversible machinery (1875, "wheel about").

On his arrival in Boston, Mr. [Charles Lenox] R[emond] went to the Eastern rail-road depot, in order to visit his parents in Salem; but, instead of being allowed to ride with other passengers, he was compelled to take a seat in what is contemptuously called the "Jim Crow car," as though he were a leper or a wild animal! [Annual Report of the Massachusetts Anti-Slavery Society, 1842]
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Penelope 

fem. proper name, name of the faithful wife in the "Odyssey," from Greek Pēnelopē, Pēnelopeia, which is perhaps related to pēne "thread on the bobbin," from pēnos "web," cognate with Latin pannus "cloth garment" (see pane (n.)). But Beekes suggests rather a connection with pēnelops "duck or wild goose with colored neck." Used in English as the type of the virtuous wife (1580) as it was in Latin.

Penelope, the daughter of Icarus, was a rare and perfect example of chastity. For though it was generally thought that her husband Ulysses was dead, since he had been absent from her twenty years; yet, neither the desires of her parents, nor the solicitations of her lovers, could prevail on her to marry another man, and to violate the promises of constancy which she gave to her husband when he departed. And when many noblemen courted her, and even threatened her with ruin, unless she declared which of them should marry her, she desired that the choice might be deferred till she had finished the piece of needle-work about which she was then employed: but undoing by night what she had worked by day, she delayed them till Ulysses returned and killed them all. Hence came the proverb, "To weave Penelope's web;" that is, to labour in vain; when one hand destroys what the other has wrought. [Andrew Tooke, "The Pantheon, Representing the Fabulous Histories of the Heathen Gods and Most Illustrious Heroes, in a Plain and Familiar Method," London: 1824]
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Valentine (n.)

mid-15c., "sweetheart chosen on St. Valentine's Day," from Late Latin Valentinus, the name of two early Italian saints (from Latin valentia "strength, capacity;" see valence). Choosing a sweetheart on this day originated 14c. as a custom in English and French court circles. Meaning "letter or card sent to a sweetheart" first recorded 1824. The romantic association of the day is said to be from it being around the time when birds choose their mates.

For this was on seynt Volantynys day
Whan euery bryd cometh there to chese his make.
[Chaucer, "Parlement of Foules," c. 1381]

Probably the date was the informal first day of spring in whatever French region invented the custom (many surviving medieval calendars reckon the start of spring on the 7th or 22nd of February). No evidence connects it with the Roman Lupercalia (an 18c. theory) or to any romantic or avian quality in either of the saints. The custom of sending special cards or letters on this date flourished in England c. 1840-1870, declined around the turn of the 20th century, and revived 1920s.

To speak of the particular Customs of the English Britons, I shall begin with Valentine's Day, Feb. 14. when young Men and Maidens get their several Names writ down upon Scrolls of Paper rolled up, and lay 'em asunder, the Men drawing the Maidens Names, and these the Mens; upon which, the Men salute their chosen Valentines and present them with Gloves, &c. This Custom (which sometimes introduces a Match) is grounded upon the Instinct of Animals, which about this Time of the Year, feeling a new Heat by the approach of the Sun, begin to couple. ["The Present State of Great Britain and Ireland" London, 1723]
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Wyoming 

region in Luzerne County, Pennsylvania, from Munsee Delaware (Algonquian) chwewamink "at the big river flat," from /xw-/ "big" + /-e:wam-/ "river flat" + /-enk/ "place." Popularized by 1809 poem "Gertrude of Wyoming," set amid wars between Indians and American settlers, written by Scottish author Thomas Campbell (1777-1844), who seems to have had a vague or defective notion of Pennsylvania geography:

On Susquehanna's side, fair Wyoming!
Although the wild-flower on thy ruin'd wall,
And roofless homes, a sad remembrance bring,
Of what thy gentle people did befall;
Yet thou wert once the loveliest land of all
That see the Atlantic wave their morn restore.
Sweet land! may I thy lost delights recall,
And paint thy Gertrude in her bowers of yore,
Whose beauty was the love of Pennsylvania's shore!

et cetera. Subsequently applied 19c. to other locations (in Kansas, Ohio, and Wisconsin), and to a western territory organized July 25, 1868 (admitted as a state 1890).

On the same day there was debate in the Senate over the name for the new Territory. Territories often keep their names when they become States, so we may be glad that "Cheyenne," to be pronounced "Shy-en," was not adopted. "Lincoln" was rejected for an obvious and, no doubt, sound reason. Apparently, nobody had a better name to offer, though there must be plenty of Indian words that could properly be used, and, for the present, the insignificant "Wyoming" is retained. [The Nation, June 11, 1868]
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