The Scotch Highlanders; the Scotch generally. So called from the blue woollen cap at one time in very general use in Scotland, and still far from uncommon.
“England shall many a day
Tell of the bloody fray,
When the blue bonnets came over the border.”
Sir W. Scott.
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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.