Green’s Dictionary of Slang

cousin sally ann n.

also cousin sal, cousin sally
[initial letters; Confederate States of America]

(US) the Confederacy.

Louisville Journal 17 June cited in F. Moore Rebellion Record 148/1: Mobile Tribune proposes ‘Cousin Sally’ as a pet name for the Confederate States.
[UK]G.A. Sala My Diary in America 242: ‘Cousin Sally Ann.’ ‘It stands for Confederate States of America,’ the lady replied firmly.
[US] ‘South-Western Sl.’ in Overland Monthly (CA) Aug. 128: ‘Cousin Sal’ is pretty generally lamented throughout the South as the deceased and only daughter of our very worthy and revered ‘Uncle Sam’.
Werner’s Mag. XXV 395/2: We never dreamed o’ such as this back when we fought an’ bled an’ died for ‘Cousin Sally Ann’.