Among the Yoruba the words Oba ko so refer to a legend that Shango, as fourth king of the city-state Oyo, was defeated in battle and in shame left his city and hanged himself. The priests and members of Shango's cult in Africa deny this, and whenever it thunders they claim the divinized Shango is manifesting his power and reiterate the saying, "Oba ko so" - the king did not hang. In Trinidad this cry has become the name of a new god, Shango's brother.
-- Albert J. Raboteau