According to local legend, as winter approached, workmen building a road from Albany Intervale to Waterville stopped work on a Saturday night, hid their tools with plans to return in spring, and before leaving on Sunday morning named the brook Sabbaday Brook for the Sabbath Day, or “Sabbaday”; they never returned to finish the road, but the name remained. For early settlers, the Sabbath could provide a brief respite from constant labor, when families sometimes picked wild berries or walked to the falls. In 1880, local farmer Jim Shackford, owner of the Passaconaway House hotel, cut a trail along the Swift River from his hotel to Sabbaday Falls, earning extra money by blazing trails for the Appalachian Mountain Club and guiding tourists who hiked them. That trail is now part of the White Mountain National Forest. In the late 1800s, influential Easterners, including President Grover Cleveland, traveled to the White Mountains, and while staying at Shackford’s Passaconaway House he likely visited Sabbaday Falls with his young wife Frances Folsom. Many of these urban visitors later joined efforts to secure legal protection for the White Mountains against logging interests and erosion.
