When cutting the cake at a Jewish birthday party, or other celebrations when a cheer is called for, 'Hip Hip, Hooray!' is never used but rather the Hebrew 'Heyach!' 'Heydad!'.
It seems to be a great faux pas to shout 'Hip Hip, Hooray!' Why is this?
According to this article the cheer has anti-semitic origins. It developed from a war-cry meaning “Jerusalem is fallen” - in Latin Hieroslyma est perdita .
See the (fanciful) discussion here: http://onthemainline.blogspot.com/2009/12/vilna-gaon.html
where it is suggested that the work HEP is an acronym for Haman, Amalek, Pharaoh which was said by the Jews against their foes in order to show how all previous enemies had all been defeated and so too would they. Thus it would seem to be a very appropriate Jewish slogan after all.
Indeed, it was likely used by the Jews in Prussia. The OED notes that "According to Moriz Heyne in Grimm, hurrah was the battle-cry of the Prussian soldiers in the War of Liberation (1812-13), and has since been a favourite cry of soldiers and sailors, and of exultation." And as Amos Elon notes in "The Pity of it All", the Jews were largely on the Prussian side in the War of Liberation, and thus were probably shouting hurrah (from where we get hurray) quite a bit.