British sausages are also known as bangers and forever immortalized in the dish known as 'Bangers & Mash.
The actual history on why British sausages are sometimes called bangers is hazy, nobody is quite sure.
Some people think that British sausages are called bangers because of the habit they have of exploding whilst cooking (due to the shrinkage of the tight skin) and this is still quite a common occurrence depending on the sausage.
Historically the term 'bangers' was in use as far back as 1919, but British sausages started to be more widely called bangers during World War Two, when meat rations were scarce and sausages had to be made with more water and filler added to the mix, making them more likely to explode when cooked, unless you pricked their skin beforehand.
Nobody really calls them bangers anymore, unless they are being served with mash and these days the term bangers appears to be confined to that dish, you simply would not ask for three bangers on your breakfast or a banger sandwich and British people do not really call them bangers at all, no matter how many Americans believe that we do.