Gordon Bennett

Etymology
For James Gordon Bennett, Jr., a New York newspaper proprietor and playboy during the late nineteenth and early twentieth centuries who became widely known for his extravagant lifestyle and shocking behaviour. The first time the expression appears in print was in 1937, in James Curtis's novel, You’re in the Racket, Too. The Oxford English Dictionary places the phrase in the 1890s as an alteration of gorblimey and again in reference to James Gordon Bennett Jr.

The name was probably chosen because the first syllable of Gordon sounds like God in non-rhotic pronunciations, which would make this a minced oath.

Interjection

 * 1)  expression of surprise, contempt, outrage, disgust, frustration.