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What is the origin of the expression "to prick one's ears up"? Does this come from an actual physical action seen in animals or from some literature reference?

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It comes from the action an animal with suitable ears makes when it hears something important and tries to hear better. The first dog here has his ears pricked up, while the second does not.

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When used of animals such as dogs or cats, it is a literal expression. It becomes a metaphor when it is used of persons. The Free Dictionary says:

prick up its ears and prick up one's ears
Fig. [for an animal or a person] to become attentive. (The animal will adjust its ears toward the sound.) The sound made the dog prick its ears up. When Fred heard his name, he pricked up his ears.

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As Daniel has pointed out, the idiom derives from observing animals. As to the etymology of the idiom itself, it has quite a nice history.

It first appeared, it seems, in 1449. There's a nice extract from Walter Bower's Scotichronicon (which, as Hugo pointed out, is a continuation of John of Fordun's Chronica Gentis Scotorum):

Wyth prik ȝoukand eeris, as the awsk gleg. (II. xiv. xxxi. 376)

Prick, as a verb, seems to have been a favourite with medieval romance writers: just see how many times Chaucer plays with it in The Canterbury Tales. But Fordun's use seems to have caught on, because it's also used in the same way 75 years later in Douglas' translation of Virgil's Aeneid:

Als mony has scho prik wpstandand eris (iv. v. 20)

After its entry point, it seems to have had a nice continuity in the English language:

1626 She pricks up so many Ears (Francis Bacon)

1826 I pricked up the ears of curiosity at this exordium (J. W. Croker)

1912 When I heard this I pricked up my ears the more (Wilfred Owen)

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    +1. The Scotichronicon is by Walter Bower, written between 1440 and 1447, and based on and continues John of Fordun's Chronica Gentis Scotorum, which was written between 1363 and his death in 1385.
    – Hugo
    Mar 22, 2012 at 10:24
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A precedent of prick-eared can be found in the late Middle English prykeryd, c.1420.

Sherman M. Kuhn's Middle English Dictionary:

prik-ēred adj. Also prike-erid [From prik(e & ēred.] Having erect or pointed ears.
a1425 Horse(4) p.xxv: The horss hath..propertes..of a fox..prik-eryd, fayr-sided, schorte trottyng, and a litell hed.
c1500(?a1475) [The] Ass[embly of] Gods 328: At hys feete lay a prykeryd curre.
c1500 Horse(3) l. 421: A horse hath..propertees..of a fox..smale moseled, pryke eryd, and fayr sterede.

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