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The bunny hug was a dancing style performed by young people, in the early 20th century. It is thought to have originated in San Francisco, California in the Barbary Coast dance halls along with the Texas Tommy, turkey trot, and grizzly bear.
Noble Sissle has been quoted as saying that W.C. Handy's song "The Memphis Blues" inspired Vernon Castle to create the dance when he heard James Reese Europe play the Memphis blues and Castle liked the rhythm. Apparently Castle later renamed the Bunny Hug the Fox-trot, hoping to convince the public that he invented the Foxtrot dance.