When Walter Cheadle passed this way in 1863, he named these falls, on the south side of Moose Lake, Rockingham Falls. Cheadle’s companion, Vicount Milton of Fitzwilliam, was related to the Rockingham family. (The third Earl Fitzwilliam married Lady Anne Watson-Wentworth, eldest daughter of Charles Watson-Wentworth, second Marquess of Rockingham, Earl of Malton, who was Prime Minister of England from 1765 to 1766, and again in 1782.) On some maps they are called Rainbow Falls, and the provincial parks branch calls them Thunder Falls.