Yankee
The origin is unknow but one theory holds that General James Wolfe (the battle hero of Quebec) used the word in a letter as a pejorative term for Americans. Another theory is that it comes from the Dutch "janke" which is a diminutive of the name Jan.

This is from a website visitor:
I've read that he North American natives allied with the French during French & Indian Wars incorrectly pronounced the French word "Anglais" as "Yankeez". Thus, the word "Yankee" is a corruption of the French word for English.

(来源：英语麦当劳－英语杂志 http://www.EnglishCN.com)