This concoction has been used as a cold sauce across the South for a long time, but it’s often referred to as Mississippi comeback.
I like that; if Mississippi were to have a signature dish, it should be one that beckons her weary children home, and as a Mississippian, knowing how to make a good comeback should be as much a part of your repertoire as knowing how to pass a tractor towing a bat wing bush hog on a two-lane highway.
Most recipes for comeback involve an emulsion combined with chili sauce or ketchup. Some prefer salad dressing instead of mayonnaise. I suspect that because the main ingredients are kitchen staples, and since the resulting mixture looks and tastes a lot like Thousand Island without pickles, this Ur-comeback became a popular substitute for store-bought. The basic combination was often taught in home ec, but many learned it at their mother’s knee.
My version of comeback is quite simple, involving no more than mayonnaise, chili sauce, Worcestershire, and black pepper with a smidgen of onion powder. For seafood, a little lemon juice is needed along with horseradish and fresh parsley.