HOW SAYINGS BEGAN

There is an old Hotel/Pub in Marble Arch, London which used to have gallows adjacent. Prisoners were taken to the gallows (after a fair trial of course) to be hung. The horse drawn dray, carting the prisoner was accompanied by an armed guard, who would stop the dray outside the pub and ask the prisoner if he would like ''ONE LAST DRINK''.
If he said YES it was referred to as ONE FOR THE ROAD If he declined, that prisoner was ON THE WAGON

So there you go.