In old books, people often use the spelling "to-day" instead of "today". When did the change happen? Also, when people wrote "to-day", did they feel, when pronouncing the word, that it contained two words, rather than a single concept?
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Five minutes of research brings...
Similar constructions exist in other Germanic languages (cf. Du. van daag "from-day," Dan., Swed. i dag "in day"). Ger. heute is from O.H.G. hiutu, from P.Gmc. hiu tagu "on (this) day," with first element from PIE pronomial stem ki-, represented by L. cis "on this side."
The same applies to tomorrow and tonight, at least according to this dictionary.
Just came across this as I was watching an old film and saw "to-day" used in a newspaper on the screen. Got curious and wound up here. Since language is a very fluid, constantly evolving thing, my belief is that the use of a hyphen simply became unnecessary in daily use, just as slang and jargon change from generation to generation,spelling of terms changes over time. People today have begun to say (incorrectly) "couple dollars" instead of "couple OF dollars." It makes me kind of crazy. They don't know correct English usage. I'm now 71 and am beginning to see subtle changes in common speech. It's a funny feeling and doesn't feel like progress to me, just a very blatant lack of good education in our country.