rkay's explanation of what a ha-ha is is unimpeachable. But whence came the word? I have always thought it very strange.

BTW, occasionally the ha-ha will have a stream running through it. There is one that runs along side Kew gardens and Richmond Old Deer Park, West London, which is known as the "Minnie-ha-ha". It runs parallel to the R.Thames and was a favourite place for catching tadpoles and newts when I was a young lad (Ah, many years ago! sighs he in duet with Little Buttercup)