Pigs in Blankets is a colloquial British name given to chipolata sausages[?] wrapped in bacon (streaky bacon is most common). These are cooked in the oven along with roast chicken[?] or roast turkey[?], and served as an accompaniment to these dishes often as part of a Sunday Roast.
The general form of the name has also been used for a number of other breakfast dishes, typically eggs fried inside the center of a piece of bread. This is known as "peggs in a blanket" or "eggs in a basket", and the terms probably evolved from the sausages.
In the United States, the term refers to sausages (usually small hot dogs) wrapped in bread or biscuit dough and baked.