The horse guards, who thus named themselves in Germany, where a general officer seeing them very awkward in bundling up their forage, asked what the devil they were; to which some of them answered, unfortunate gentlemen.
Definition taken from The 1811 Dictionary of the Vulgar Tongue, originally by Francis Grose.
Under Dubber * Unfortunate WomenNathan Bailey's 1736 Dictionary of canting and thieving slang
John S. Farmer's collection of canting songs and slang rhymes