The suggestion for today's WOLF was where the phrase heavens to betsy comes from. Great question.
I freely admit that I didn't know this one off the top of my head. What I did know was that there was a handy-dandy book by Charles Earle Funk going by exactly that title right outside my office. So I popped out there just now and read the introduction to discover that Funk also has no idea where the phrase comes from, which immediately made me feel better about not knowing.
And this one... well - it looks like it's stumped pretty much everyone. There are some theories though:
It refers to Betsy Ross, she of the American flag, and was originally used as a way of saying, "God bless Betsy," and somehow evolved into an exclamation of surprise.
Also relevant to Mrs. Ross, some believe that it derived from the Minna Irving poem "Betsy's Battle Flag," about said lady. But no one has been able to establish that for sure.
Another historical figure could have played a part in this little saying. Davy Crockett called his rifle "Old Betsy," and because he was a super-cool dude quite a few other frontiersman followed suit. Again, the blessing of a favorite gun could have evolved into an exclamation of surprise.
A similar expression - and one I've heard much more often because of my dear sister, and believe me it gets old really fast - is heavens to Murgatroyd.
This one we actually do have an answer for, and I'm supplying it here because of my utter failure in the Betsy arena. The phrase itself was popularized by the Yogi Bear Show character Snagglepuss in the 1960's. The show's creators based the voice for the character on actor Bert Lahr - better knows as the Cowardly Lion from The Wizard of Oz. Lahr first spoke the line "heavens to Murgatroyd" in the 1944 film Meet the People, and the Yogi Bear creators liked it so much they carried it over as a character staple line that would cement the line into pop culture.
Um, but where did the writers of Meet the People get the line from? There are references of in literature from as early as 1887 as Murgatroyd to hit on heavily for some comic relief, and it seems it was established as a family name in England way back in 1371.
How we made the jump from Murgatroyd to Betsy is just one of those things we'll have to know we don't know.