History

Between The Sheets probably originated as a gin and rum-based cocktail (during Prohibition) in America and then travelled to Europe where brandy was used in place of gin to make it more Sidecar-like. Although this theory is upset by those who cite a Mr Polly of London's Berkeley Hotel as having created this cocktail in 1921.

Timeline: Between The Sheets first appeared in print in Frank Shay's 1929 Drawn From The Wood with a recipe that calls for gin rather than brandy.

BETWEEN THE SHEETS
(Make one for the lady too)
One part Gin
One part Bacardi
One part Cointreau
Ice, shake and strain

Frank Shay, 1929

The cocktail then pops up in a 3rd October 1930 New York Day By Day column by O. O. M'Intyre in the The Akron Beacon Journal, where he mentions "The speakeasy famous for "Between-the-Sheets" cocktails" but frustratingly doesn't name the speakeasy or provide any description of the cocktail.

In his 1954 book, My 35 Years Behind Bars, American bartender Johnny Brooks claims to have created the cocktail while working at another Prohibition speakeasy in New Rochelle, New York.

Harry MacElhone of Harry's New York Bar in Paris is also said to have created this cocktail but it's more likely that he merely switched gin for brandy.

In his 1939 The Gentleman's Companion (Volume II), the globetrotting drinks writer, Charles H. Baker, recounts an afternoon escaping "Arab-Jewish riots... in Christianity's own heart city." Baker found respite in the "almost Egyptian-looking sanctum" of the luxurious King David Hotel where he enjoyed a Between the Sheets made by a bartender named Weber and copied the recipe from his bar book.

Weber's Between the Sheets recipe calls for equal parts "cognac, Cointreau, dry gin and lemon juice," and Baker says, "Like the American Side Car, and other truly worthwhile cocktails this invention is totally sound, and is already quite famous throughout the Near East." Tellingly, at the back of his book, where he talks about ingredients, for Cointreau, he says, "it is one of the six favourite liqueurs of the world, but is indicated in several very important cocktails like between the sheets."

Differing split-base spirits: As Harman Burney Burke illustrates in his 1936 Burke's Complete Cocktail & Drinking Recipes there were competing versions of this cocktail with different pairings of base spirits. And thanks to Charles H. Baker we know that at least until 1939 the equal parts dry gin, brandy, triple sec, and lemon juice version remained popular, certainly "throughout the Near East."

As with so many vintage cocktails, the equal parts brandy, rum and triple sec recipe favoured today is much influenced by Harry Craddock's seminal 1930 The Savoy Cocktail Book, bolstered by "Cocktail Bill" Boothby's World Drinks and How to Prepare Them published the same year.

Various recipe books document three different versions of Between The Sheets, and I suspect each had its moment dominating the others in this order:
No. 1. Dry gin + Light white rum + Triple sec + Lemon juice
No. 2. Brandy + Dry gin + Triple sec + Lemon juice
No. 3. Brandy + Light white rum + Triple sec + Lemon juice

BETWEEN-THE-SHEETS COCKTAIL.
1 Dash Lemon Juice.
1/3 Brandy.
1/3 Cointreau.
1/3 Bacardi Rum.
Shake well and strain into cocktail glass.

Harry Craddock, 1930

BETWEEN THE SHEETS NO. 1
1 Brandy
1 Dry Gin
1 Curacao
Lemon Juice, 2 Dashes
Ice. –25 Shakes. Strain and serve.

BETWEEN THE SHEETS NO. 2
1 Brandy
1 Rum
1 Cointreau
Lemon Juice, 2 Dashes
Ice. –25 Shakes. Strain and serve.

Harman Burney Burke, 1936

JERUSALEM'S BETWEEN the SHEETS, from the Bar Book of Weber at the King David
Like the American Side Car, and other truly worthwhile cocktails this invention is totally sound, and is already quite famous throughout the Near East. We ran into it one dank day of sleet and rain in early January, just after the first Arab-Jewish riots which started with a murder of a poor old man stoned to death in a Haifa melon patch, between halves of a soccer match! And had just reached a climax beside the Dome of the Rock mosque – which has religious significance to both Arab and Jew, and unfortunately overhangs the famous Jewish Walling Wall. We won't go into the politics of the thing, but it was a nasty mess, with British Tommies in the streets finally, and machine guns and barbed wire entanglements – all the modern civilized show. . . . We were disillusioned at all this wholesale murder in Christianity's own heart city, sad at the sight of a fifteen year old Arab girl – the daughter of a fine Arab friend – crushed under a heavy slab of masonry tossed from a rooftop as she returned from workshop after the end of Ramadan – the Mohammedan Easter – and we were wearied at the thought of the dawn knives, the murder from ambush which would follow all this blood debt throughout Palestine. We had both sinuses pounding, were coming down with definitely something, as well – when in the weird, almost Egyptian-looking sanctum of the King David Weber took charge; first with a hot rum toddy, then – on evidence of renewed life – with the following origination.
Of cognac Cointreau, dry gin and lemon juice–strained–take equal parts. Shake briskly with lots of cracked ice and serve in a Manhattan glass. Cut down the Cointreau to make "dry," to taste.

Charles H. Baker, Jr., 1939