1894 Brewer’s / E / Earl of Mar’s Grey Breeks
The 21st Foot are so called because they wore grey breeches when the Earl of Mar was their colonel. (1678–1686.)
The 21st Foot is now called the “Royal Scots Fusiliers.”
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Entry taken from Dictionary of Phrase and Fable, edited by the Rev. E. Cobham Brewer, LL.D. and revised in 1895.