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I seem to recall reading that 'express' to mean a rapid transport service (e.g. express train) has its origin in the verb 'express' to mean to press out. Can anyone shed any light on this? (Of course, my recollection may be wrong!)

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The entry on Etymonline for express has this:

late 14c., from O.Fr. expres, from L. expressus "clearly presented," pp. of exprimere (see express (v.)). This led to the noun (first attested 1610s) meaning "special messenger." Sense of "business or system for sending money or parcels" is 1794. An express train (1841) originally ran to a certain station.

Just as we have the Pony Express, when mail and other parcels were sent by train, the term was used there, as well. Such trains had limited stops (only went to "a certain station"). Fewer stops on a long journey make a faster trip, so one would want to take an express train (which avoided local stops). This is how it became synonymous with "fast".

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Trains used to be referred to as "the express" versus "the local" in this sense. Now that you mention it, the phrase "express mail" seems a bit redundant: All mail is delivered directly to the addressee. As opposed to what, a letter that is taken to every house on the street one at a time to be read by everyone? –  Jay Aug 23 '12 at 16:05

The word express has its origins in the Latin exprimere, of which, as the OED explains, ‘the chief senses were 1. to press out; 2. to form (an image) by pressure, to represent in sculpture or painting 3. to represent or set forth in words or actions.’ By various routes it came to be used as an adjective meaning ‘specially designed or intended for a particular object’. When applied to a train, express originally meant ‘a special train’, going direct from one station to another without stopping. From there it was a short step to apply it to a fast train.

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