The Jerome Gambit is 1.e4 e5 2.Nf3 Nc6 3.Bc4 Bc4 4.Bxf7+.
I am sure that the opening was played by someone shortly after the modern rules of play were settled upon. Such games are lost to posterity, however.
It has always been an amateur or club player's opening, although players as strong as grandmasters have played it for fun in blitz games. See "Jerome Gambit: GM vs GM!?" and "Jerome Gambit: All In Good Fun" for examples
The opening has gathered a number of names over the years. Best know is the Kentucky Opening, which is how Joseph Henry Blackburne referred to it in notes to the most famous Jerome Gambit game. Others
There were early references to Jerome's Double Opening and Queen's Gambit in Jerome's Double Opening before the simple Jerome Gambit won out as a name.
The July 13, 1917 issue of Western Mail of Perth, Australia, had a story referring to the opening as "The Verdun Gambit".
American chess legend George Koltanowski, as recorded in the September 1958 issue of the Precita Valley Chess Herald, referred to the "Ashcan Opening", riffing off the name of John E. Ishkan, who had played the opening in a tournament that Kolty had observed.
Editor Gary K. Gifford, in his Unorthodox Openings Newsletter #17, asked, fairly, "Jerome Gambit, or Jerome Gamble?"
Most recently, I have seen a YouTube video referring to the "Headless Chicken" opening.
When I first encountered the line, my thought was "Who is this Jerome guy, and why are they blaming this opening on him?"
So I began searching, looking at books, writing to people.
Who was Alonzo Wheeler Jerome? He was a farmer, an inventor, an author and an American Civil War soldier. His life can be glimpsed in "Alonzo Wheeler Jerome".
How did Alonzo Wheeler Jerome establish his claim to the Gambit? He published analysis in the Dubuque Chess Journal in 1874. You can see that in "In the Beginning".
Jerome also tested his gambit in over-the-board and correspondence play. The earliest Jerome Gambit game by Jerome that I have found was played against William A. Shinkman in 1874.
The earliest example that I have found of the Jerome Gambit was actually played by Giovanni Tonetti in 1863. The game was published, but the opening was not named the "Tonetti Gambit" - see "Jerome Gambit: Startling Discovery". I have more research to do on Tonetti, but here is a thumbnail sketch
Banker and, in 1883, councilor for the Municipality of Rome. In 1863 he won a thematic tournament on Gambetto Muzio in Rome (+6 = 4 -2) in front of Bellotti, Ferrante and Seni. In 1874 he won a tournament that took place at the Caffè di Santa Chiara in Rome in front of Sprega and Bellotti. He took part in the National Tournament (Rome 1875) finishing second together with Maluta and behind Seni. Between 1891 and 1906 he published a lecture notes, with the collaboration of Ferrante, a "theoretical practical course" on chess, in which he reported a series of lectures held at the Roman Academy of Chess. He also composed numerous problems, many of which were published in his own book. The Italian Chess Federation made the federal library in his name and Salvioli dedicated "The last theory and practice" to him (1914).
