From Ohio History Central
In 1831, Tice Davids, a runaway slave, fled from his owner in Kentucky. Davids swam across the Ohio River with his owner in close pursuit in a boat. Davids reached the Ohio shore at the town of Ripley just a few minutes before his owner, but the owner could not find his slave. The owner purportedly said that Davids "must of gone off on an underground road." Local abolitionists probably hid the man and helped him escape.
Rush Sloane, an abolitionist from Sandusky, Ohio, claimed that the Davids episode led to the naming of the Underground Railroad. Historians continue to remain divided as to the accuracy of this statement.