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I often hear the words hang on and hold on, especially on TV. People use them when they want someone to wait for something. What's the difference between them?

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In those specific idioms, "hang on" and "hold on" are virtually synonymous. There is no difference to speak of. –  MετάEd Jan 4 '13 at 4:56
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What @MετάEd said. I use both freely in the "[please] wait [a short time]" sense, but in the sense of "Stop what you're doing!" (or "just about to do") I probably use "Hang about!" more often than either. –  FumbleFingers Jan 4 '13 at 5:18
    
@MετάEd. Isn't hang on rather more brusque? –  Barrie England Jan 4 '13 at 7:48
    
Now hold on just a minute, Barrie. I think the brusqueness of one word or the other is determined by the larger context and overall tone as much as anything. –  MετάEd Jan 4 '13 at 7:55
    
People about to being hanged tend to feel poorly about the former. –  Coyote Jan 4 '13 at 8:09
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2 Answers

Both are metaphors... in the context about waiting a short time.

Hanging on the line, like a fish, or a person at the end of a phone line. Keeping some one hanging so you can think/rethink/restate your position. Hang on a tick while I look up the number - I'm not going anywhere. And I keep muttering, okay P, Pa, Potter, Powers - got it, 5367 4122.

Holding, keeping the same position, not going away - even though I am for a moment. Hold on a tick while I get him - I'm going to be gone for a minute maybe.

So I feel hold is likely to mean a more significant pause or interruption (either longer or more removed), rather than just a filler for thinking or looking something up.

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"Hang on" and "Hold on". I often hear these words, especially on TV. People use them when they want someone to wait for something.

In the provided context, they are very similar.

Hang on:

informal wait for a short time: hang on a minute—do you think I might have left anything out? *(on the telephone) remain connected until one is able to talk to a particular person.*

Hold on can mean the same in general conversation:

[often in imperative] wait; stop:
hold on a minute, I’ll be right back!

While the end result is the same, when used as part of telephonic conversations, hold on often refers more to being placed on hold:

waiting to be connected while making a telephone call:
‘I’ll just see if he’s free,’ Rachel said, and put me on hold

As the ODO page will confirm, there are a number of other idiomatic uses of hold (hold your horses, hold your fire, hold it, etc.) which share similar connotations of stop or wait.

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