The word aldehyde was coined by Justus von Liebig as a contraction of the Latin  (dehydrogenated alcohol). In the past, aldehydes were sometimes named after the corresponding alcohols, for example, vinous aldehyde for acetaldehyde. (Vinous is from Latin  "wine", the traditional source of ethanol, cognate with vinyl.)
The term formyl group is derived from the Latin word  "ant". This word can be recognized in the simplest aldehyde, formaldehyde, and in the simplest carboxylic acid, formic acid.