Said to be the name of a Danish general, who so terrified his opponent Foh, that he caused him to bewray himself. Whence, when we smell a stink, it is custom to exclaim, Foh! i.e. I smell general Foh. He cannot say Boh to a goose; i.e. he is a cowardly or sheepish fellow. There is a story related of the celebrated Ben Jonson, who always dressed very plain; that being introduced to the presence of a nobleman, the peer, struck by his homely appearance and awkward manner, exclaimed, as if in doubt, “you Ben Johnson! why you look as if you could not say Boh to a goose!” “Boh!” replied the wit.
Definition taken from The 1811 Dictionary of the Vulgar Tongue, originally by Francis Grose.
Bogy * BoldNathan Bailey's 1736 Dictionary of canting and thieving slang
John S. Farmer's collection of canting songs and slang rhymes