Etymology
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cocktail (n.)

"strong, stimulating, cold American drink," first attested 1806; H.L. Mencken lists seven versions of its origin, perhaps the most durable traces it to French coquetier "egg-cup" (15c.; in English cocktay). In New Orleans, c. 1795, Antoine Amédée Peychaud, an apothecary (and inventor of Peychaud bitters) held Masonic social gatherings at his pharmacy, where he mixed brandy toddies with his own bitters and served them in an egg-cup. On this theory, the drink took the name of the cup.

Ayto ("Diner's Dictionary") derives it from cocktail "horse with a docked tail" (one cut short, which makes it stand up somewhat like a cock's comb) because such a method of dressing the tail was given to ordinary horses, the word came to be extended to "horse of mixed pedigree" (not a thoroughbred) by 1800, and this, it is surmised, was extended to the drink on the notion of "adulteration, mixture."

Used from 1920s of any mix of substances (fruit, Molotov). Cocktail party attested by 1907.

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rattlesnake (n.)

venomous serpent of the Americas noted for the rattle at the end of its tail, 1620s, from rattle + snake (n.).

RATTLE-SNAKE COCKTAIL.*
*So called because it will either cure Rattlesnake bite, or kill Rattlesnakes, or make you see them.
[Harry Craddock, "The Savoy Cocktail Book," 1930]
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Manhattan 

main island of New York City, from Dutch, from a native name, perhaps representing a Delaware (Algonquian) source akin to Munsee munahan "island." Bright favors Munsee /e:nta menahahte:nk/ "where one gathers bows." As the name of a cocktail made of vermouth, whiskey, and a dash of bitters, it is attested by 1878 (in Manhattan cocktail). Related: Manhattanese.

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Moscow 

Russian capital, named for the Moskva River, the name of which is of unknown origin. Moscow mule vodka cocktail is attested from 1950.

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old-fashioned (adj.)

1650s, "in an outdated style, formed in a fashion that has become obsolete," from old + past participle of fashion (v.). Meaning "partaking of the old ways, suited to the tastes of former times" is from 1680s. Related: Old-fashionedness. New-fashioned is recorded from 1610s.

As a type of cocktail, Old Fashioned is attested by 1901, American English, short for a fuller name.

Old Fashioned Tom Gin Cocktail Mix same as Holland Gin Old Fashioned Cocktail using Old Tom gin in place of Holland [George J. Kappeler, "Modern American Drinks," Akron, Ohio, 1900]

(Old Tom (1821) was a name for a strong variety of English gin.)

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wallbanger (n.)
cocktail made from vodka, Galliano, and orange juice, by 1969, in full Harvey wallbanger. Probably so called from its effect on the locomotive skills of the consumer.
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AIDS (n.)
1982, acronym formed from acquired immune deficiency syndrome. AIDS cocktail attested by 1997, the thing itself said to have been in use from 1995.
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Margarita (n.)

cocktail made with tequila and citrus fruit juice, 1963, from the fem. proper name, the Spanish form of Margaret. Earlier in English it meant "a Spanish wine" (1920).

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screwdriver (n.)
also screw-driver, "tool for driving screws," 1779, from screw (n.) + driver. Meaning "cocktail made from vodka and orange juice" is recorded from 1956. (Screwed/screwy have had a sense of "drunk" since 19c.; compare slang tight "drunk").
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Rob Roy (n.)

Highland freebooter and folk hero, Robert Roy MacGregor (1671-1734). His name means "Red Robert." Scott's novel first was published in 1817. As a type of cocktail made with Scotch whiskey, it is attested from 1960.

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