Bunberrying
From the play "The Importance of Being Earnest" written by Oscar Wilde. It comes specifically from one of the main characters who has an imaginary "friend", Mr. Bunberry, who he uses as an excuse to get out of town and get into mischief. 
Algernon and Jack discover that they have both been "Bunberrying", that is, assuming different identities in order to enjoy themselves in a guilt-free manner.