The Coxeyites were so called in 1894. “General” Coxey of the United States induced 50,000 persons to undertake a 700 miles' march to Washington, with blankets on their backs, to terrorise Congress into finding work for the unemployed.
Previous to this, the word had been applied to some 5,000 Radical operatives who assembled on St. Peter's Field, near Manchester, March 10, 1817. They provided themselves with blankets and rugs, intending to march to London, to lay before the Prince Regent a petition of grievances. Only six got as far as Ashbourne Bridge, when the expedition collapsed.
“The Americans have no royal dukes, no bench of bishops, no House of Lords, no effete monarchy; but they have Home Rule, one man one vote, and Coxey with his blanketeers.” —Liberty Review, May 5th, 1894, p. 354.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on Blanketeers from Infoplease: