frankfurter

Frankfurter comes directly from German Frankfurter, the demonym for someone or something from Frankfurt-am-Main.

The word simply crossed from being the name for a resident or product of Frankfurt into the name of the sausage associated with that city.

It's built the same way English words like 'New Yorker' are — a place name plus a suffix meaning 'one from there,' though no other specific English cognate is given in the facts.