Brewer's: By-the-by

En passant, laterally connected with the main subject. “By-play” is side or secondary play; “By-lanes and streets” are those which branch out of the main thoroughfare. The first “by” means passing from one to another, as in the phrase “Day by day.” Thus “By-the-by” is passing from the main subject to a by or secondary one.

Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
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