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World's Fair in Chicago.

Some dude was selling sausages and couldn't sell many, because they were too hot to be handheld. So, he put his "hot dogs" in a bun and the rest is the rest.

I knew the story, but not why they came to be called "dogs".  Wieners?

Minced meat was a delicacy in medieval cuisine, red meat usually being restricted to the higher classes.^[16] Very little mincing was done by medieval butchers or recorded in the cookbooks of the time, perhaps because it was not part of the sausage-making process that preserves meat.
During the first half of the 19th century, most European emigrants to the New World embarked from Hamburg, and New York City was their most common destination. Restaurants in New York offered Hamburg-style American fillet,^[17][18] or even beefsteak à la Hambourgeoise. Early American preparations of minced beef were therefore made to fit the tastes of European immigrants, evoking memories of the port of Hamburg and the world they left behind.^[19]
Hamburg steak[edit]
In the late 19th century, the Hamburg steak became popular on the menus of many restaurants in the port of New York. This might consist of a fried patty of chopped beef, eggs, onions, and seasoning,^[20] or it might be lightly salted and often smoked, and served raw in a dish along with onions and bread crumbs.^{[21][page needed]} The oldest document that refers to the Hamburg steak is a Delmonico's Restaurant menu from 1873 which offered customers an 11-cent plate of Hamburg steak that had been developed by American chef Charles Ranhofer (1836–1899). This price was high for the time, twice the price of a simple fillet of beef steak.^{[18][22][page needed]} However, by the end of the century the Hamburg steak was gaining popularity because of its ease of preparation decreasing cost. This is evident from its detailed description in some of the most popular cookbooks of the day.^{[13][page needed]} Documents show that this preparation style was used by 1887 in some U.S. restaurants and was also used for feeding patients in hospitals; the Hamburg steak was served raw or lightly cooked and was accompanied by a raw egg.^[23]
The menus of many American restaurants during the 19th century included a Hamburg beefsteak that was often sold for breakfast.^[24] A variant of Hamburg steak is the Salisbury steak, which is usually served with a gravy similar in texture to brown sauce. Invented by Dr. James Salisbury (1823–1905), the term Salisbury steak has been used in the United States since 1897.^[25] Nowadays, in the city of Hamburg as well as in parts of northern Germany, this type dish is called Frikadelle, Frikandelle, or Bulette, which is similar to the meatball. The term hamburger steak was replaced by hamburger by 1930, which has in turn been somewhat displaced by the simpler term, burger.^[26] The latter term is now commonly used as a suffix to create new words for different variants of the hamburger, including cheeseburger, porkburger, baconburger and mooseburger. There are other foods with names derived from German cities that are shortened in different ways in American English. An example is the frankfurter, often abbreviated as frank.^[26]