Ooo!.Ooo! I know! At least, what they claim in Brass Checks and Red Lights, a brief study of prostitution in the late West, and some of the background of sportin' houses. They said it originally came from railroad men hanging their red-glassed lanterns outside the one-whore cribs. However, I have long wondered just how many stops those guys were making to provide that many red lights, and just how old the term actually is. This book would make it post-1830s at the earliest and more like post-Civil War.