Green’s Dictionary of Slang

Nelson n.

[the brandy (sometimes said to be rum) that was used to preserve Horatio Nelson's corpse after the battle of Trafalgar 1805]

brandy (or poss. rum).

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[UK]Pierce Egan’s Life in London 20 Feb. 29/1: ‘Nelson was the favourite liqueur tossed off by the Pres., and [...] all the swells present sluiced their chaffers with its enlivening quality.’ .