Eric Partridge (1894-1979), my favorite writer on the English language, wrote "A Dictionary of Catch Phrases" in 1977. A 2nd edition was edited and updated by Paul Beale in 1986. I have this book, and it is fascinating. Get hold of it if you can.

Other books of his that I have and can recommend are "Usage and Abusage" and "A Dictionary of Clichés."

The Library of Congress Online Catalog lists lots of other books by him. Among the more fascinating-sounding titles: "Shakespeare's Bawdy" "A Dictionary of Slang and Unconventional English" "A Dictionary of the Underworld" "The Gentle Art of Lexicography as Pursued and Experienced by an Addict" "The Shaggy Dog Story; Its Origin, Development and Nature (With a Few Seemly Examples)"