Green’s Dictionary of Slang

a nickname for Veuve Cliquot champagne, therefore champagne in general.

1781		Boswell Journal 28 Apr. (1977) 333: He [i.e. Lord Townshend] had called Sir Joshua, ‘Will you give us one cool bottle of claret?’ They were taking away the former. ‘No,’ said Lord Townshend, ‘Let us first take the widow.’.
[1866		Night Side of N.Y. 10: One of these is presiding over the destinies of a bottle of ‘Widow Cliquot’].
1879		Nat. Police Gaz. (NY) 8 Nov. 14/3: It was a fine dinner, with at least two quarts of the ‘widow’ to each man.
1880		S.A. Mackeever Glimpses of Gotham and City Characters 20/1: It was a fine dinner, with at least two quarts of the ‘widow’ to each man.
1899–1900		C.L. Cullen Tales of the Ex-Tanks 293: Have you got a pint of the Widdy [...] carefully tucked away in the frappé compartment?
1909		J. Ware Passing Eng. of the Victorian Era.
1954		K. Amis letter 20 Dec. in Leader (2000) 417: Had a good time in London recently; spot of the Widow and a few mouthfuls of caviare with my pals the Tynans.