They got the name from a local tale about how the Devil met his match in Thor. Thor was resting on Treyford Hill nearby when the Devil began to jump from one barrow to another, the noise woke Thor who told him to clear off. The Devil started to taunt Thor saying he was too old to jump like that himself. The irritated Thor scored a direct hit with a stone just as his visitor was mid jump, hitting him in the midriff. The Devil took off vowing never to return. In other versions it is Thor who gets the stone thrown at him
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Are you sure this story doesn't relate to the Devil's Jumps near Churt in Surrey?
Well, Jacqueline Simpson reckons Thor's involvement with the tale probably had something to do with Thursley (Thunres Leage or Thunor's Grove), admittedly not very far to the east of Churt, so I guess it's fair to say the natural Devil's Jumps have first dibs... the tale subsequently spreading to Sussex where it was applied at the marvellous round barrows. However, technically, it would appear to relate to neither Devil's Jumps in antiquity. But good to see Thor getting a look in now and again I say.