Maybe this is part of the whole language barrier I encounter as a non-native speaker.

[Benjamin Zimmer]

On Fri, Feb 22, 2008 at 9:53 PM, Benjamin Barrett <gogaku at ix.netcom.com> wrote:
> I also saw "'Holy buckets!' exclaimed Audra Ostergard of Nebraska"
> (http://www.planetout.com/news/article.html?2008/02/22/7) today.

I noticed that too. Not in OED, HDAS, etc., but plenty of hits on
Google Books, the earliest being:

1905 W. Lillibridge _Ben Blair: The Story of a Plainsman_ 63 "Ben,
Ben, I told you! He tried to ride one of the colts, and he's killed --
I know he is!" "Holy buckets!" Genuine apprehension was in the
Englishman's voice.
http://books.google.com/books?id=545AAAAAIAAJ

Another good one from that era is "holy cats" (also not in OED, HDAS?):

1903 _N.Y. Times_ 16 Aug. (Magazine) 8/3 Holy cats! Where did you get that?

The "holy" minced oaths in English are reminiscent of the "sacres" of
Quebec French:

http://en.wikipedia.org/wiki/Quebec_French_profanity

--Ben Zimmer

> I think "holy cow" is the general default for holy shit. I wonder whether these
> holy XX items are an extension of this pattern of substituting similar
> words because "holy shoot" just doesn't work.

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