Gordon Bennett!

Nobody can say for certain who, or what, this "Gordon Bennett" actually refers to. One theory points to James Gordon Bennett Jr., a real, famously flamboyant and scandal-prone American newspaper publisher of the late 19th century, whose outrageous public behaviour supposedly made his name a byword for exclaiming at something outrageous. Another theory treats it as simply a euphemistic, rhyming substitute for an oath ("gorblimey" or something cruder), invented to avoid actual swearing rather than referring to any real person at all. The exclamation is recorded from the early 20th century, without a documented explanation attached.