Jesus H. Christ

Etymology
en. Extension of with a fantastical middle initial, perhaps derived from a reading of  (sometimes, using a lunate sigma), a Greek-alphabet abbreviation for Jesus (ΙΗΣΟΥΣ) as three initials in Latin letters. See "Christogram" at Wikipedia.

The earliest use of the phrase is unknown, although according to Mark Twain (1835-1910) it was already common in the region of when he was a boy.

Interjection

 * 1)  Jesus Christ (expression of surprise, shock, etc.)

Usage notes
Potentially offensive to devout Christians, for uttering the Lord's name in vain.