Don Quixote happened to take the same road he'd followed on his first sally, across the plain on Montiel, with less discomfort than before, because it was early morning and the sun, being low, didn't bother them.
-- Miguel de Cervantes, translated by John Rutherford, Don Quixote, 1605
He himself never wears jewels and as a matter of fact does not even carry money, borrowing a dollar from his doorman when he makes a sally from his office.
-- Herbert Brean, "Golconda on E. 51st," Life, 1952
Sally comes from the Latin salīre meaning "to leap" by way of the Middle French saillie, which means "attack." It entered English in the mid-1500s.