(London). So called from a palace built there for the reception of the kings of Scotland when they visited England. Pennant tells us it was originally given by King Edgar to Kenneth of Scotland when he came to London to pay homage.
“Mr. Walpole has only to speak the word in Scotland Yard, and the parks will be cleared.” —Pall Mall Gazette.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894