Etymology
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Waldorf salad 
1911, from Waldorf-Astoria Hotel in New York, where it first was served.
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Wall Street (n.)
"U.S. financial world," 1836, from street in New York City that is home to many investment firms and stock traders, as well as NYSE. The street so called because it ran along the interior of the defensive wall of the old Dutch colonial town.
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Walpurgis night 

1820, from German Walpurgisnacht, witches' revel, especially on the Brocken in the Harz Mountains, on May-day eve, literally "the night of (St.) Walpurgis," from Walburga, English abbess who migrated to Heidenheim, Germany, and died there c. 780; May 1 being the day of the removal of her bones from Heidenheim to Eichstädt.

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War of 1812 
In reference to the conflict between the U.S. and Great Britain, so called in U.S. by 1815.
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weapons of mass destruction (n.)

"nuclear, biological and chemical weapons" attested by 1946, apparently first used (in Russian) by the Soviets.

The terms "weapons of mass destruction" and "WMD" mean chemical, biological, and nuclear weapons, and chemical, biological, and nuclear materials used in the manufacture of such weapons. [United States Code: Title 50, "War and National Defense," chapter 43, § 2902, 2009]
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West Bank 
in reference to the former Jordanian territory west of the River Jordan, 1967.
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West Indies 
Caribbean islands explored by Columbus, 1550s, reflecting the belief (or hope) that they were western outliers of the Indies of Asia. Related: West Indian, which is from 1580s in reference to the native inhabitants, 1650s in reference to European settlers there, and 1928 in reference to people of West Indian ancestry.
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white bread (n.)
c. 1300, as opposed to darker whole-grain type, from white (adj.) + bread (n.). Its popularity among middle-class America led to the slang adjectival sense of "conventional, bourgeois" (c. 1980). Old English had hwitehlaf.
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white elephant (n.)
"burdensome charge, inconvenient thing that one does not know how to get rid of," 1851, supposedly from the practice of the King of Siam of presenting one of the sacred albino elephants to a courtier who had fallen from favor; the gift was a great honor, but the proper upkeep of one was ruinously expensive.
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white feather (n.)
as a symbol of cowardice, 1785, said to be from the time when cock-fighting was respectable, and when the strain of game-cock in vogue had no white feathers, so that "having a white feather, is proof he is not of the true game breed" [Grose].
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