title_body: Liquor before beer never fear
upvoted_answer: I had never heard of this saying (I'm not a native English speaker), but the funny thing is that in Dutch there is a similar saying, except with wine instead of liquor and the other way around: 'wijn na bier is plezier, bier na wijn is venijn'. This roughly translates to 'wine after beer is fun, beer after wine is poison'.
  I once read an interview with a toxicologist about this and according to him the order in which you drank made no difference.
  One explanation I heard was that in the olden days, beer was the drink of the poor people, while the upper class drank wine. So if you went from beer to wine, you moved up in society, while the other way around meant you got poorer.
  So, not really an answer to your question, but there might be a similar, not really alcohol-related explanation to this expression.