Etymology
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Agnus Dei (n.)
Late Latin, literally "lamb of God." From c. 1400 in English as the name of the part of the Mass beginning with these words, or (later) a musical setting of it. Latin agnus "lamb" is from PIE *agwh-no- "lamb" (see yean). For deus "god," see Zeus. The phrase is used from 1620s in reference to an image of a lamb as emblematic of Christ; usually it is pictured with a nimbus and supporting the banner of the Cross.
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Melbourne 

city in Australia, named 1837 for William Lamb (1779-1848), 2nd Viscount Melbourne, then British Prime Minister; the title is from Melbourne Hall, Derbyshire. The place name is literally "mill stream," Old English Mileburne (1086).

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Mary 

fem. proper name, Old English Maria, Marie, name of the mother of Jesus, from Latin Maria, from Greek Mariam, Maria, from Aramaic Maryam, from Hebrew Miryam, name of the sister of Moses (Exodus xv), a word of unknown origin, said to mean literally "rebellion."

The nursery rhyme "Mary had a Little Lamb" was written early 1830 by Sarah Josepha Hale of Boston and published September 1830 in "Juvenile Miscellany," a popular magazine for children. Mary Jane is 1921 as the proprietary name of a kind of low-heeled shoe worn chiefly by young girls, 1928 as slang for marijuana.

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Lambeth 
used metonymically for "Church of England, Archbishop of Canterbury," 1859, from the archbishop's palace in Lambeth, a South London borough. The place name is Old English lambehyðe, "place where lambs are embarked or landed." In church history, the Lambeth Articles were doctrinal statements written in 1595 by Archbishop of Canterbury John Whitgift. The Lambeth Walk was a Cockney song and dance, popularized in Britain 1937 in the revue "Me and my Gal," named for a street in the borough.
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Lambert 
masc. proper name, from French, from German Lambert, from Old High German Lambreht, from lant "land" (see land (n.)) + beraht "bright" (from PIE root *bhereg- "to shine; bright, white."). Old English cognate was Landbeorht. The English popularity of the name 12c. and after probably is due to immigration from Flanders, where St. Lambert of Maestricht was highly venerated. Attested as a surname from mid-12c.
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March 

third month of our year, first month of the ancient Roman calendar, c. 1200, from Anglo-French marche, Old French marz, from Latin Martius (mensis) "(month) of Mars," from Mars (genitive Martis). The Latin word also is the source of Spanish marzo, Portuguese março, Italian marzo, German März, Dutch Maart, Danish Marts, etc.

Replaced Old English hreðmonaþ, the first part of which is of uncertain meaning, perhaps from hræd "quick, nimble, ready, active, alert, prompt." Another name for it was Lide, Lyde (c.1300), from Old English hlyda, which is perhaps literally "noisy" and related to hlud "loud" (see loud). This fell from general use 14c. but survived into 19c. in dialect.

For March hare, proverbial type of madness, see mad (adj.). The proverb about coming in like a lion and going out like a lamb is since 1630s. March weather has been figurative of changeableness since mid-15c.

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