TIL (thanks to @SmokeDispenser):
The German letter ß is called the "sharf S" - in English, "sharp S".
According to Duden (German equivalent of OED), "sharf" has some 20 or so different meanings. Among these, it is also a colloquialism for "horny".
So, in a sense, it could rightly be said that the German alphabet actually has a horny letter in it - ß.
Of course this comes from the language natively spoken by Freud.