I have always wondered how "buffalo wings" got their name. Don't worry, I didn't have any Jessica-Simpson-esque reasoning for it ("I don't want buffalo wings because I don't eat buffalo"), but I figured that the sauces and spices may have originally been used on buffalo meat or something.
Nope, buffalo wings got their name because they were first prepared like that in Buffalo, NY. Sometimes questions have the simplest answers!
Understandably, residents of Buffalo typically just call them "wings" or "chicken wings". Most food phenomena that is created in a particular place is referred by that place afterwards. For example, someone from Detroit invented what Michiganders now call a "coney island style hot dog" (it's a hot dog on a bun, topped with chili, onions, and mustard). The East Coast calls them "Michigans" instead. :)
While we're on the topic of chicken dishes, ever wonder how "chicken a la king" got its name? I can't find a definitive answer, actually, but what I can tell you is that it likely originated in some restaurant on the East Coast around the turn of the 20th century. It's rumored to be named after someone with the last name King or Keene, who possibly was the inventor, a harsh food critic, or a beloved family member of the chef.
So I suppose we'll all still have to wonder about that one for how!