To take French leave. To take without asking leave or giving any equivalent. The allusion is to the French soldiers, who in their invasions take what they require, and never wait to ask permission of the owners or pay any price for what they take.
The French retort this courtesy by calling a creditor an Englishman (un Anglais, a term in vogue in the sixteenth century, and used by Clement Marot. Even to the present hour, when a man excuses himself from entering a café or theatre, because he is in debt, he says: “Non, non! je suis Anglé” (“I am cleared out”).
Et aujourd'huy je faictz soliciter Tous me angloys.
Guillaume Creton (1520).
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894