E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Run a Rig (To).
To play a trick, to suffer a sportive trick. Thus, John Gilpin, when he set out, little thought of running such a rig as he suffered. Florio gives as a meaning of rig, the tricks of a wanton; hence frolicsome and deceptive tricks. The rig of a ship means the way it is rigged, hence its appearance; and, as pirates deceive by changing the rig of their vessel, so rig came to mean a trick to deceive, a trick, a frolicsome deception.