A banshee, in irish folklore, was a female spirit who wailed when someone was about to die (hence the phrase screaming like a banshee. ) we dont know how this creamy, gentle cocktail came to be named after an omen of the underworld, but who cares? Its creamy and sweet and tastes like bananas A cheap, clear liqueur like 99 bananas will be too acrid for a drink with so few ingredients. If your local liquor store laughs in your face when you ask for high-quality banana liqueur (true story), consider making your own there are lots of great diy banana liqueur recipes out there (we like the one from serious eats).