Etymology

after the Lord Mayor's show

Today it means: Said of a disappointing or mundane event occurring straight after an exciting, magnificent, or triumphal event. Full definition →

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The story

From the proverb "After the Lord Mayor's show comes the dust-cart" (or "donkey-cart", or "shit-cart"). Bringing up the rear of the Lord Mayor's Show is a team to clean the manure of the pageant's horses.

Etymology from Wiktionary, CC BY-SA 4.0.