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[Douglas G. Wilson]

 >Hundewurst/Pferdewurst.

The source is Irving Lewis Allen 'The City in Slang' (p/b. 1993) pp. 104-5.
He credits 'Etymologist Gerald L. Cohen, continuing his work with the late
Peter Tamony,' who 'has pieced together a jigsaw puzzle that is beginning to
reveal the true story of hot dog.' As he notes one can find Gerald Cohen's
work - which I was unable at the time to read firsthand - in Comments on
Etymology XX nos. 5-6.

The relevant passage reads thus:

'German immigrants in New York in the 1860s humorously called smoked
frankfurter sausages _hundewurst_, "dog sausage" or _hundchen_, "littIe
dogs," while larger bologna-type sausages were called _pferdewurst_ "horse
baloney." Later, small sausages were humorously called _dogs_ and _doggies_.
Popular culture, too, supported the notion in the late nineteenth century.
Cartoons in humor magazines and low theatrical skits had images of butchers
stuffing puppies into sausage grinders and strings of sausage links coming
Out the other end. The German dachshund, because of its round, elongated,
sway-backed shape, was irresistibly made to be the dog in the hot dog, and
graphic and spoken humor made the sausage-dachshund connection, too. In
1914, Charles~McCarron, Thomas J. Gray, and Raymond Walker's song title
declared "Fido Is a Hot Dog Now." '

That's the best I, at second-hand, can offer. Gerald Cohen presumably has
his own, firsthand sources.

Thanks to Jonathon Green.

There is a typo. in my Cassell dictionary ("Pferdwurst"), which shouldn't
have impeded me -- but it did. Now that I check "Pferdewurst" on the Web I
find numerous examples -- but it seems to refer to a sausage made from
horse-meat (which is a standard meat in much of Europe, I understand).
[Apparently in recent years a posted advertisement for Pferdewurst has been
used by restaurants in Germany to discourage Gypsy ("Roma", "Sinti",
"Zigeuner") clientele (since apparently horsemeat is considered
unacceptable to this ethnic group) or perhaps to make a "racist" or
"nationalistic" statement.]

Maybe Gerald Cohen will be so kind as to quote his source for "dog-sausage"
and "horse-sausage"? (I have a subscription to COE but I don't have access
to back issues.)

-- Doug Wilson