http://www.historyhouse.co.uk/articles/scotland_yard.html
The name Scotland Yard comes from its very earliest days, soon after the establishment of the police force in London in 1829. The first Metropolitan Police station was opened on 6 October 1829 in a street called Great Scotland Yard and was at the rear of 4 Whitehall Place which served as the office of the two newly appointed police commissioners.
The origin of the name Scotland Yard (both Great and Little) is unknown, but may be named after a former landowner or a connection with the Kings of Scotland. The name was in use by the 17th century.