'Stag' was originally used in the USA as a noun in the early 1900s to refer to a man unaccompanied by a lady. Thereafter, it began to be used as an adjective, as in 'stag party' etc. 'Hen' has been used to refer to women since as far back as the 1600s. 'Hen party', however, did not appear anywhere before the 1960s.