From Anecdotes about Eighteen Century Authors

'Whether Mr. Dennis was the inventor, of that improvement [of making stage thunder `by troughs of wood with stops in them'] I know not; but it is certain that being once at the tragedy of a new author with a friend of his, he fell into a great passion at hearing some, and cry'd, "'Sdeath ! that is my Thunder!"' (Alexander Pope, The Dunciad (1729), Bk. ii, 1. 218 n.) The accepted modern version is `Damn them! They will not let my play run, but they steal my thunder.' (Walsh, Handybook.)

Note from John Dennis, from Literary Anecdotes