The story
Based on a 1704 quote of John Dennis, a literary critic and playwright, who invented a novel method for creating a sound effect for thunder. The play in which he first introduced this method flopped. When the next play shown in the theatre, Macbeth, used his technique for simulating thunder, Dennis was reported in the press as jumping up and crying "How these rascals use me! They will not have my play, yet steal my thunder."
Etymology from Wiktionary, CC BY-SA 4.0.