This came up in conversation a few days ago. Since I am clueless regarding the matter, I thought about taking advantage of the Ultimate Information Resource on the Net: the SDMB. So, dopers, could any of you enlighten me?
Yes, we can help. The etymology of the word Yankee is as follows:
The word’s origin is New Yorker for “winner” or “champion.” 
Zev Steinhardt
Sir, you have opened a can of worms.
The origin of the term is still unclear with leads pointing to Dutch (Janke for Johnny, among other Dutch terms), native American Indian, and French.
But a persuasive, though not definative, argument made by Prof. Edward Taube points to a Algonquinian root word for “stranger” that evolved into today’s “yankee.”
I forget the source, but my favorite deinition goes something like this:
In the rest of the world, a “yankee” is someone from the United States.
In the United States, a “yankee” is someone from the north.
In the north, a “yankee” is someone from New England.
In New England, a “yankee” is someone from Vermont.
I heard it was from the Dutch Jan Kees, or “John Cheese”.
I heard the “Jan Kees” story from Paul Harvey some years ago. The “cheese” part appears to be apocryphal.
“. . .the most plausible conjecture is that it comes from the Dutch Janke, diminutive form of Jan (John), applied as a derisive nickname by either Dutch or English in the New England states. . . The existence of Yank(e)y or Yankee as a surname (often with Dutch associations) is vouched for by the following references. . . .”
–OED
Except in Fenway Park, where it’s someone who gets beer and epithets hurled at them…
A pull’s as good as a jerk. A jerk’s as good as a yank. And a Yank is a d@mn fine American…
According to the exceptionally dry and unreadable,“Origins” (A Short Etymological Dictionary of Modern English by Eric Partridge) the term Yankee originated thusly:
Yankee: Properly, the native or a citizen of the New England states of the USA, hence a British collective for any American. Both of the theories - an Amerind corruption (orig Yengees, b/f Yengee) of English, and a corruption of French Anglais, an Englishman - are very probable French/English fancies: the most likely explanation is that Yankee represents the Dutch Janke, diminutive of Dutch Jan, John, as applied by the New York (originally New Amsterdam) Dutch to the English settlers in Connecticut. (Webster strongly, Matthews less strongly, DAE lukewarmly, support the Janke version.)
There you have it. stuyguy and Mjollnir were on the money, just without all of my elaborate cites.
quasar, you could have saved yourself a lot of time if you consulted the Ulitmate Resource on the Net’s Ultimate Resource: Cecil Adams.
Close, but not quite. The below is from the humor cassette “Speak N’Hampsha Like A Native” by Fritz Wetherbee. It only sound right if spoken aloud in a thick N’Hampsha accent.
He’s not making this stuff up. I like pie … for breakfast, and so did my grandfather from New Hampshire.
I cam in here armed with a link to Cecil’s column but Alph beat me to it. Funny I would have looked that one up all ready, eh.
I was always told:
A yankee is someone who lives up North.
A damned yankee is someone who comes down south to visit.
A goddamned yankee is someone who comes down south and STAYS!
Zev said
Sorry to bring up spelling, but you misspelled "WIENER.(go Cleveland :D)
Bibliophage said
Assuming N’Hampsha is the ending of life as we know it, how did you get to Maine?
Before you skewer me, I love Maine. John Thorn, the world’s greatest writer about food, lives there. That, alone, would justify its existance.