Cocktail sauce surrounded by shrimp
The Prohibition Growth Of Shrimp Cocktail Sauce

According to culinary legend, shrimp cocktail sauce dates back to just after the California Gold Rush. Despite that, the sauce didn’t gain much popularity until Prohibition.

An entry from a 1926 collection, "Mrs. Allen on Cooking, Menus, Service," lists instructions for making a general "savory cocktail" sauce.

Mrs. Allen notes that the dish should be served in a cocktail glass, referencing how Prohibition-era restaurants used their then-empty drinkware. 

Cocktail appetizers presented this way, centering on shrimp, fruit, or other snackable bites, were commonplace when alcoholic drinks could no longer be legally served.