Etymology
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sally (n.)

1550s, "a sudden rush (out), a dashing or springing forth," especially of troops, from a besieged place, attacking the besiegers, from French saillie "a rushing forth," noun use of fem. past participle of saillir "to leap," from Latin salire "to leap" (see salient (adj.)).

Hence figuratively, in 17c. of spiritual matters, in 18c. of wit, etc. In architecture, "a projection," 1660s. Sally-port "gate or passage in a fortification to afford free egress to troops in making a sally" is from 1640s (with port (n.2)).

Sally

fem. proper name, an alteration of Sarah (compare Hal from Harry, Moll from Mary, etc.). Sally Lunn cakes (by 1780), sweet and spongy, supposedly were named for the young woman in Bath who first made them and sold them in the streets. Sally Ann as a nickname for Salvation Army is recorded from 1927.

sally (v.)

of a troop or troops, "issue suddenly from a place of defense for the purpose of attack," 1540s, from sally (n.). Related: Sallied; sallying.

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Definitions of sally

sally (n.)
witty remark;
Synonyms: wisecrack / crack / quip
sally (n.)
a military action in which besieged troops burst forth from their position;
Synonyms: sortie
sally (n.)
a venture off the beaten path;
a sally into the wide world beyond his home
Synonyms: sallying forth
From wordnet.princeton.edu