Who's Yehoodi?

The catchphrase "Who's Yehoodi?" (or, alternatively, "Who's Yehudi?") originated when violinist Yehudi Menuhin was a guest on the popular radio program of Bob Hope, where sidekick Jerry Colonna, apparently finding the name itself humorous, repeatedly asked "Who's Yehudi?" Colonna continued the gag on later shows even though Menuhin himself was not a guest, turning "Yehudi" into a widely understood late 1930s slang reference for a mysteriously absent person. The United States Navy chose the name "Project Yehudi" for an early 1940s precursor to stealth technology.

A song with the title and catchphrase "Who's Yehoodi?" was written in 1940 by Bill Seckler and Matt Dennis. It was covered by Kay Kyser and more famously by Cab Calloway. The final stanza of the song is:

The little man who wasn’t there
Said he heard him on the air
No one seems to know from where
But who's Yehoodi?

Both the catchphrase and the song eventually lost all of their original connection with Menuhin. Its double meaning of "Who Is Jewish?" — the word "Yehudi" means "Jew" in the Hebrew language — was emphasized in a short sound film ("soundie") of the song with variant lyrics made in 1943 with singer Lane Truesdale and the Kingsmen, a male trio, in which a "living portrait" of a stereotypical Jew with black hat and long beard leers inappropriately at Truesdale's swinging hips before finally announcing "I'm Yehoodi!"

The national swing dance / lindy hop community website Yehoodi derives its name from this catchphrase, as popularized by the Cab Calloway version of the song.

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Wikipedia