I guess the expression "Buckshee" is derived from this word.

That's what the OED says. The reason I'd never heard of it before is that it is "chiefly British".

Working for tips, I began to hear baksheesh in the late 1960s in the northeastern U.S. Later (and not very much later) came lagniappe, which I understand is common in SW Louisiana and in New Orleans. In Latin America, they speak of la mordida ("the bite") when referring to unofficial pay-offs. La mordida bears a sense of institutionalized corruption unlike the others, which refer simply to "a little extra," voluntarily given. Lagniappe doesn't necessarily refer to money: it may refer to the extra donut in a "baker's dozen." I've never heard baksheesh used for anything except money - in fact, I've heard it used synonymously with "money," not necessarily extra money - but it may be that it can refer to non-monetary extras, as well.