Etymology
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Words related to unfortunate

un- (1)

prefix of negation, Old English un-, from Proto-Germanic *un- (source also of Old Saxon, Old Frisian, Old High German, German un-, Gothic un-, Dutch on-), from PIE *n- (source of Sanskrit a-, an- "not," Greek a-, an-, Old Irish an-, Latin in-), combining form of PIE root *ne- "not." Often euphemistic (such as untruth for "lie").

The most prolific of English prefixes, freely and widely used in Old English, where it forms more than 1,000 compounds. It underwent a mass extinction in early Middle English, but emerged with renewed vigor 16c. to form compounds with native and imported words. It disputes with Latin-derived cognate in- (1) the right to form the negation of certain words (indigestable/undigestable, etc.), and though both might be deployed in cooperation to indicate shades of meaning (unfamous/infamous), typically they are not.

It also makes words from phrases (such as uncalled-for, c. 1600; undreamed-of, 1630s; uncome-at-able, 1690s; unputdownable, 1947, of a book; un-in-one-breath-utterable, Ben Jonson; etc., but the habit is not restricted to un-; such as put-up-able-with, 1812). As a prefix in telegramese to replace not and save the cost of a word, it is attested by 1936.

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fortunate (adj.)
late 14c., "having good fortune; bringing good fortune," from Latin fortunatus "prospered, prosperous; lucky, happy," past participle of fortunare "to make prosperous," from fortuna (see fortune). Fortunate Islands "mythical abode of the blessed dead, in the Western Ocean" (early 15c.; late 14c. as Ilondes of fortune) translates Latin Fortunatae Insulae.
infortunate (adj.)
"unlucky, luckless," late 14c., from Latin infortunatus, from in- "not, opposite of" (see in- (1)) + fortunatus "prospered, prosperous; lucky, happy" (see fortunate (adj.)). Also used in medieval astrology in reference to the supposed malevolent influence of certain positions or combinations of planets. The word lies beneath the "obsolete" headstone in OED. Related: infortune (n.); infortunacy.
unfortunately (adv.)
1540s, "in an unfortunate manner, by ill-fortune," from unfortunate + -ly (2). The original meaning is now rare; the main modern sense of "sad to say, unhappily, unluckily," in parenthetical use, is recorded from 1770s.