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New York:

We all know that New York is called ‘The Big Apple’. But do you know how it got its nickname?
 
The nickname is linked to horse racing. 
 
A bit more history:
 
The Big Apple was popularized as a name for New York City by John J. Fitz Gerald in a number of horse-racing articles for the New York Morning Telegraph in the 1920s. The earliest of these was a casual reference on 3 May 1921:
 
“J. P. Smith, with Tippity Witchet and others of the L. T. Bauer string, is scheduled to start for “the big apple” to-morrow after a most prosperous Spring campaign at Bowie and Havre de Grace”.
 
Fitz Gerald referred to the “big apple” frequently thereafter. He explained his use in a column dated February 18, 1924, under the headline “Around the Big Apple”:
 
“The Big Apple. The dream of every lad that ever threw a leg over a thoroughbred and the goal of all horsemen. There’s only one Big Apple. That’s New York.”
 
Fitz Gerald reportedly first heard “The Big Apple” used to describe New York’s racetracks by two African American stable hands at the New Orleans Fair Grounds. Using racing records, Popik traced that conversation to January 1920.
 
In recognition of Fitz Gerald’s role in promulgating “The Big Apple” as a nickname for New York City, in 1997 Mayor Rudolph W. Giuliani signed legislation designating as “Big Apple Corner” the southwest corner of West 54th Street and Broadway, the corner on which John J. Fitz Gerald lived from 1934 to 1963. The Hotel Ameritania also once had a plaque which was installed in 1996, according to Popik, but it was removed during renovations to the building and was lost.
 
Evidence can also be found in the Chicago Defender, an African-American newspaper that had a national circulation. Writing for the Defender on September 16, 1922, “Ragtime” Billy Tucker used the name “big apple” to refer to New York in a non-horse-racing context:
 
I trust your trip to ‘the big apple’ (New York) was a huge success and only wish that I had been able to make it with you.
 
Tucker had also earlier used “big apple” as a reference to Los Angeles. It is possible that he simply used “big apple” as a nickname for any large city. But that’s another story.