McDonald's introduced the Filet-o'-Fish sandwich in the early 1960s in an effort to entice Catholics to the chain on Fridays. At the time, Catholics were not allowed to eat meat on any Friday of the calendar year.
Not coincidentally, McDonald's Shakes were formulated without using any dairy products so that Orthodox Jews could enjoy them with their meals and still keep kosher. That's why McDonald's never refers to their Shakes as milkshakes.
Which brings me back to the Filet-o'-Fish. I'm not sure I want to know why it's not called a FILLET-o'-Fish. .
Source: Motel Hell