E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
To dance the cancan. A free-and-easy way of dancing quadrilles invented by Rigolboche, and adopted in the public gardens, the opera comique, and the casinos of Paris. (Cancan familiarity, title-tattle.)
They were going through a quadrille with all those supplementary gestures introduced by the great Rigolboche, a notorious danseuse, to whom the notorious cancan owes its origin.A. Egmont Hake: Paris Originals (the Chiffonier).