Source : Webster's Revised Unabridged Dictionary (1913)

Sally Lunn \Sal"ly Lunn"\ [From a woman, Sally Lunn, who is said
   to have first made the cakes, and sold them in the streets of
   Bath, Eng.]
   A tea cake slighty sweetened, and raised with yeast, baked in
   the form of biscuits or in a thin loaf, and eaten hot with
   butter.

Source : WordNet®

Sally Lunn
     n : a flat round slightly sweet teacake usually served hot