Etymology
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lemur (n.)

nocturnal Madagascar mammal, 1795, given this sense by Linnaeus, from Latin lemures (plural, singular lemurum) "evil spirits of the dead" in Roman mythology, a word of uncertain origin. De Vaan finds it likely that it and Greek lamia are borrowings of a non-Indo-European (perhaps Anatolian/Etruscan) word for malevolent spirits.

The oldest usage of "lemur" for a primate that we are aware of is in Linnaeus's catalog of the Museum of King Adolf Frederick of Sweden (Tattersall, 1982); .... In this work, he explained his use of the name "lemur" thus: "Lemures dixi hos, quod noctu imprimis obambulant, hominibus quodanmodo similes, & lento passu vagantur [I call them lemurs, because they go around mainly by night, in a certain way similar to humans, and roam with a slow pace]" [Dunkel, Alexander R., et al., "Giant rabbits, marmosets, and British comedies: etymology of lemur names, part 1," in "Lemur News," vol. xvi, 2011-2012, p.65]
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Lemuria 
1864, name given by English zoologist Philip L. Sclater (1829-1913) to an ancient continent or land bridge, now sunk in the Indian Ocean, connecting Africa, Madagascar, India, and Southeast Asia, which he hypothesized to explain the geographical distribution of mammals around it, especially the lemur, hence the name (with -ia). The premise was considered scientifically untenable by 1880 and the phenomena now are accounted for otherwise, but Lemuria in some ways by chance anticipated Gondwanaland (1896) in the continental drift model.

Earlier Lemuria was the name of the Roman feast of the Lemures, evil spirits of the dead in Roman mythology. The head of each household ritually exorcised them every 9th, 11th, and 13th of May. Related: Lemurian
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lamia (n.)

female demon, late 14c., from Latin lamia "witch, sorceress, vampire," from Greek lamia "female vampire, man-eating monster," literally "swallower, lecher," from laimos "throat, gullet" (see larynx). Perhaps cognate with Latin lemures "spirits of the dead" (see lemur) and, like it, borrowed from a non-IE language. Used in early translations of the Bible for screech owls and sea monsters. In Middle English also sometimes, apparently, mermaids:

Also kynde erreþ in som beestes wondirliche j-schape, as it fareþ in a beest þat hatte lamia, þat haþ an heed as a mayde & body as a grym fissche[;] whan þat best lamya may fynde ony man, first a flatereþ wiþ hym with a wommannes face and makeþ hym ligge by here while he may dure, & whanne he may noferþere suffice to here lecherye þanne he rendeþ hym and sleþ and eteþ hym. [Bartholomew Glanville, "De proprietatibus rerum," c. 1240, translated by John of Trevisa c. 1398]
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indri (n.)

1839, European name for the babakoto, a lemur-like arboreal primate of Madagascar (Indris Lichanotus); the common story since late 19c. is that the name was given in error by French naturalist Pierre Sonnerat (1748-1814), c. 1780, from mistaken use of Malagasy indry! "Look! See!" this being what his native guides said when they spotted the creature and called his attention to it.

However, as Hacking (1981) pointed out, Sonnerat was far too familiar with indris — he described and figured them in detail, and apparently kept at least one in captivity — for this story to be plausible. Furthermore, endrina is actually recorded as a native name for the indri (Cousins, 1885), and indri could easily be a variant of this name. Although the word endrina is first recorded in Malagasy only in 1835, there is no evidence that it could be a back-formation from the French indri (Hacking, 1981), and it seems implausible that the Malagasy would adopt an erroneous French name for an animal they were them selves familiar with. [Dunkel, Alexander R., et al., "Giant rabbits, marmosets, and British comedies: etymology of lemur names, part 1," in "Lemur News," vol. 16, 2011-2012, p.67]
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