The Collaborative International Dictionary of English v.0.48:

Parthian \Par"thi*an\, a.
   Of or pertaining to ancient Parthia, in Asia. -- n. A native
   of Parthia.
   [1913 Webster]

   Parthian arrow, an arrow discharged at an enemy when
      retreating from him, as was the custom of the ancient
      Parthians; hence, a parting shot.
      [1913 Webster]