E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Bridge of Sighs,
which connects the palace of the Doge with the state prisons of Venice. Over this bridge the state prisoners were conveyed from the judgement-hall to the place of execution.
1
I stood in Venice, on the Bridge of Sighs,
A palace and a prison on each hand.
Byron: Childe Harolds Pilgrimage, iv. 1.
Waterloo Bridge, in London, used, some years ago, when suicides were frequent there, to be called The Bridge of Sighs.