The Collaborative International Dictionary of English v.0.48:

Jolly \Jol"ly\ (j[o^]l"l[y^]), n.; pl. Jollies
   (j[o^]l"l[i^]z). [Prob. fr. Jolly, a.]
   A marine in the English navy. [Sailor's Slang]

         I'm a Jolly -- 'Er Majesty's Jolly -- soldier an'
         sailor too!                              --Kipling.
   [Webster 1913 Suppl.]

Moby Thesaurus II by Grady Ward, 1.0:

25 Moby Thesaurus words for "jollies":
   Marine Corps, Royal Marines, bang, boot, charge, devil dogs, flush,
   kick, leathernecks, lift, marines, quiver, rush, rush of emotion,
   sea soldiers, sensation, shiver, shudder, surge of emotion, thrill,
   tingle, tingling, titillation, tremor, tremor of excitement