I really want to know that this style is called. You see it often, also on clothing. I would like to create something like it in my own name. But before I can actually look for tutorials, I think I need to know what it's called.
I think the style best matches Retro and as for the tutorials
Just pasting the first two search results from google
Here's an excerpt from the Baseball Hall of Fame's web site:
There's a picture of the "Buffeds" on the site there...it's a script with the tail!
I can't say this authoritatively, but I'd say that these scripts and tails were just more common in that era. See this photo that was taken somewhere around 1906 of the Alvin Theatre in Pittsburg (no 'h' for Pittsburgh at that time!), PA:
So, the script was common back then, and the tail is a nice visual flair that a sign painter would have done. A lot of baseball teams picked up the style, and because baseball is all about tradition, the style persists to this day with a lot of clubs (Oakland Athletics, Baltimore Orioles, Kansas City Royals, LA Dodgers to name four), which is why I feel like that style is associated with baseball more than anything else.