Between the Sheets is a cocktail made with lemon juice and equal parts cognac, rum, and Cointreau. The ingredients are shaken with ice, and then strained into a chilled cocktail glass. It is believed that this variation on the Sidecar was invented in the early 1930s at Harry's New York Bar in Paris, and the first version called for just a dab of lemon, resulting in a drink that was too sweet and too strong, but over time, the recipe changed and fresh lemon juice is now the standard.