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Wikipedia:

The letter R is sometimes referred to as the littera canina (canine letter). This phrase has Latin origins: the Latin R was trilled to sound like a growling dog. A good example of a trilling R is the Spanish word for dog, perro.

In William Shakespeare’s Romeo and Juliet, such a reference is made by Juliet’s nurse in Act 2, scene 4, when she calls the letter R “the dog’s name.” The reference is also found in Ben Jonson’s English Grammar.

Do you know other letters in the English alphabet that have a nickname besides ICAO phonetic/spelling alphabet?

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    Would printers jargon ("mutton" and "nuts" for M and N, along with some others like "bang" for !) count, or be too close in origin to ICAO and similar (there's been a variety of ICAO-like schemes) for your interests? – Jon Hanna May 31 '13 at 10:46
  • @JonHanna Interesting but do not count. Mutton & Nuts are just first-letter codes. – Kris May 31 '13 at 11:41
  • I've saw a tutorial about the Latin alphabet (the dog letter R is at 2:29). But I can't ever make that sound :p – Stan May 31 '13 at 18:00
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    A famous instance in which a character insults another character by equating him with a letter of the alphabet occurs in King Lear, Act II, Scene 2, where Kent says to Oswald (a feckless retainer of the hot Duke of Gloucester): "Thou whoreson zed! thou unnecessary letter!" But I don't think that referring to z as "the whoreson letter" ever caught on. – Sven Yargs Jun 5 '13 at 21:28
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Other than R, I could only find such a name for the letter A.

Graphemica lists (see under Tags)
A, a: ox head (may not apply to the minuscule [small letter/ lowercase] 'a', according to some.)
R, r: littera canina, canine letter, the dog's name

Wikipedia refers to ox head in the Origins of A: "… the origin of aleph may have been a pictogram of an ox head in proto-Sinaitic script influenced by Egyptian hieroglyphs, styled as a triangular head with two horns extended." in the page for the letter A.

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Don't forget "hockey stick" for the letter L!

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    Is this used in any context besides the euphemism "H-E-double hockey sticks?" – Nate Eldredge Jun 1 '13 at 15:43
  • @Nate: There's the famous hockey-stick graph, which could have just as easily been called an L-shaped curve. – J.R. Jun 2 '13 at 9:09

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