Cross-cultural

I understand there are a few different "derivation" dictionaries, from which either the earliest quotation of a word/phrase, or its etymological "history," can be somehow rebuilt.
Is anyone aware, also, of the existence of some "cross-cultural" reference material, of similar kind?
E.g., "this expression is originally found in colonialist-Spanish language, then was probably adopted..."
Thanks

I'm not sure what you mean. Several of my phrase reference books will reference the fact that a particular English saying had its beginnings in another culture.

That's exactly what I meant. Could you please then indicate for me one or two titles of the reference books you mention?
Thanks.