The term express was first applied to hunting rifles and ammunition beginning in the middle 19th century, to indicate a rifle or ammunition capable of higher than typical velocities. The early express cartridges used a heavy charge of black powder to propel a lightweight, often hollow point bullet, at high velocities to maximize point blank range. Later the express cartridges were loaded with nitrocellulose based gunpowder, leading to the Nitro Express cartridges, the first of which was the .450 Nitro Express.
The term express is still in use today, and is applied to rifles, ammunition, and a type of iron sight. With the widespread adoption of small bore, high velocity rifle cartridges, the meaning of express has shifted in modern usage, and refers to high velocity, large bore rifles and ammunition, typically used for hunting large or dangerous game at close range.
The name originates with a rifle built by James Purdey in 1856 (based on a pattern established a year earlier by William Greener) and named the Express Train, a marketing phrase intended to denote the considerable velocity of the bullet it fired. It was not the first rifle or cartridge of this type but it was Purdey's name express that stuck.
To understand the context of the express cartridge, it is necessary to go back to the weapons that preceded them. Early hunting firearms were typically smoothbore, usually firing a spherical projectile. This meant that a given bore size must fire a given weight of projectile, which put significant limits on the external and terminal ballistics of the gun. The significant arc of the slow round ball limited the maximum point-blank range to very short distances, and the spherical nature of the ball required a large bore diameter to carry a ball large and heavy enough to provide a quick kill on large game. These early smoothbore guns were typically measured by gauge, as most modern shotguns still are, rather than by caliber. Typical gauges used ranged from 12 to 4; the 4 gauge, used for large game, fired a massive ball of 1500 grains weight (97 g).