Entry in progress—B.P.
 
Wikipedia: Sam Hill (euphemism)
Sam Hill is an American English slang phrase, a euphemism for “the devil” or “hell” personified (as in, “What in the Sam Hill is that?”). Etymologist Michael Quinion and others date the expression back to the late 1830s; they and others consider the expression to have been a simple bowdlerization, with, according to the Oxford English Dictionary, an unknown origin.
 
Possible referents
Candidate referents for the use date back to at the 1700s.
 
For example, according to Quinion:
 
an article in the New England Magazine in December 1889 entitled “Two Centuries and a Half in Guilford, Connecticut” mentioned that, “Between 1727 and 1752 Mr. Sam. Hill represented Guilford in forty-three out of forty-nine sessions of the Legislature, and when he was gathered to his fathers, his son Nathaniel reigned in his stead” and a footnote queried whether this might be the source of the “popular Connecticut adjuration to ‘Give ‘em Sam Hill’?”
 
The millionaire Samuel Hill, a businessman and “good roads” advocate in the Pacific Northwest, became associated with the phrase in the 1920s, a reference that made it into Time magazine when he convinced Queen Marie of Rumania to travel to rural Washington to dedicate Hill’s Maryhill Museum of Art. The fact that “Father of Good Roads” Samuel Hill hadn’t been born when the figure of speech first appeared in a publication rules out the possibility that he was the original Sam Hill in question.

However, this Hill family of Seattle are not the only ones referenced in this way; other published usages include “go like Sam Hill” or “run like Sam Hill” - in reference to Colonel Samuel Hill of Guilford, Connecticut who perpetually ran for office in the late 19th Century. However, he was apparently so unsuccessful that except for a brief mention in the Encyclopedia of American Politics, 1946 edition, there is scarce evidence that he existed.
 
H. L. Mencken suggested that the “Sam” in the phrase derives from Samiel, the name of the Devil in Der Freischütz, an opera by Carl Maria von Weber that was performed in New York in 1825.
 
World Wide Worlds
SAM HILL
[Q] From Doug Hickey: I have often heard in American movies and on television phrases like ‘What in the Sam Hill is going on?’ Or, ‘What the Sam Hill happened here?’ Or, some such exclamation. I have not been able to find the basis of this expression.
 
[A] There is a story sometimes told (for example in Edwin Mitchell’s Encyclopedia of American Politics in 1946) that one Colonel Samuel Hill of Guilford, Connecticut, would often run for political office at some point in the early nineteenth century but always without success. Hence, “to run like Sam Hill” or “go like Sam Hill”. The problem is that nobody has found any trace of this monumentally unsuccessful candidate.
 
On the other hand, an article in the New England Magazine in December 1889 entitled Two Centuries and a Half in Guilford Connecticut mentioned that, “Between 1727 and 1752 Mr. Sam. Hill represented Guilford in forty-three out of forty-nine sessions of the Legislature, and when he was gathered to his fathers, his son Nathaniel reigned in his stead” and a footnote queried whether this might be the source of the “popular Connecticut adjuration to ‘Give ‘em Sam Hill’?” So the tale has long legs.

The expression has been known since the late 1830s. Despite the story, it seems to be no more than a personalised euphemism for “hell”.
 
(Oxford English Dictionary)
Sam Hill
N. Amer. slang.
Also sam hill, samhill. [Orig. unknown.]
A euphemism for hell; used especially in expressions of impatience or irritation preceded by in or the with an interrogative word.
1839 Havana (N.Y.) Republican 21 Aug. 1/4 What in sam hill is that feller ballin’ about?
1868 J. T. TROWBRIDGE Three Scouts vi. 26 When you might a’married!—why in Sam Hill didn’t ye, then?
1894 ‘MARK TWAIN’ in St. Nicholas Jan. 257/2 Hateful people..giving me Sam Hill because I shirked.
1909 N.Y. Even. Post. 10 Apr. (Sat. Suppl.) 3/5 How in Sam Hill can she do it? She’s just as hot when she gets to bilin’ p’int as she’ll ever be.
1918 M. E. FREEMAN Edgewater People 314 What in Sam Hill made you treat him so durned mean fur?
1927 W. R. JAMES Cow Country 77 What the Sam Hill do you think we are out here, servants?
1948 Salt Lake Tribune 18 Dec. 10/7 He wondered who the Sam Hill the ‘senator’ was.
1962 H. GREEN Time to pass Over xii. 147 Why in the samhill didn’t you step in and stop them, Mike.
1973 B. BROADFOOT Ten Lost Years xxiii. 262 He probably never could have figured what the Sam Hill was going on.
 
13 March 1830, Norwich (CT) Republican, pg. 97:
“SAM HILL.”
The following letter was handed me by a French gentleman, with a request that I would prepare it for the press, but I prefer letting the gentleman tell his story in his own way, and in his own language.
 
Monsieur Le Prestair,
Sair—I am one member of the Institute National, and am travel in the United State for information. I was embarque in Havre de Grace, on one paqueboi de Nouvelle York, one ship of New York, and leave in France for visit this country of la liberte. Three four or six days I was confine avec une maladie de mer, one sickness of the sea; but when I walk on the deck, I see one sailor man have one wheel, which he turn round first au droit, to the right, and then turn him to the left, and I speak him. “Why for what you so much labour always?”—and he says “Sair, the ship steer like Sam Hill.” Well I not can understand, and then I go down in my chamber cabin, and I look in the dicionnaire of Johnson and Valker, and I not find Sam, but I ask the captain, and he laugh and say, “Sam one man’s name;” so I look and find Hill, one little mountain, but still I not understand what was Sam Hill.
 
Well in three of four days more, one night, the ship rock very much, and the cpatain ask our officer, “What weather is on deck?” and he say, “it blow like Sam Hill.” SOme four days more the ship go in New-York, and I walk on the land and stay for short time, and then I go in one baliment de vapeur, one steamboat, and go at Providence. By and by one man what was not never been before in one steam-boat, he was look in the water, and he say, “I saum, she foam at the mouth like Sam Hill!” Presently the ship go in one place what was call Hell Gate, and I say to the Pilot, “What for is the ship not go more faster?” and he say “the tide run always here like Sam Hill!” Ebbien! I very much perplex. Well, when I go as sit by one gentleman, and he was not possible for carve one roas chicken, and he say, “Vaiter, bring one other knife, this one shall be so dull as Sam Hill!” Well when I go in Providence, I walk in the hotel of Rogers William, and after dinner I show Monsieur Vildair, the maitre d’hotel, say Lowse (illegible—ed.), of ontroduction, and I visit some gentleman, and he invite me to come in house and drink one tea party. So I go and knock on the door, and one negro black man open it, and I speak, “Sirall Monsieur C.—be here?” and he say “yes;” then I say, “make me see him!” Then I walk up stair, and go in one salon, our hall and see moch beautiful lady, and Monsieur and Madame C—very moch polite. By and by directly I eat some toast, and some cup of tea, and one lady by me say, “This tea so hot as Sam Hill!” Pardi! I think Monsieur Sam Hill every where. Well very soon all the company sit on the talbe for play wist, and one lady look very much vex, what you call much not please, and she say, “Mon Dieu! Sam Hill shall not be able for play such card.” Begar! Sam Hill come again! Two three hour more some young lady and gentlemen will dance, and one young gentleman was dance trop fort, too strong and so he was tear of one young lady the dress, and he much apologize, and make excuse himself, and she some little angry, and say, “Deuce is you, you always act like Sam Hill!” Presently the maitre de maison, the master of the house, say, “Gentleman, it is very cold, it is more better as you should drink some visky ponch;” and the servants bring in de l’ehu chaude et sucre blanc, the hot vater with vite vinegar, with some lemon and visky, and Madame says to me, “Sair, was you not never drink visky ponch?” and I say to her, “No;” so she prepare in one tumbler, and when first I drink I was burn my nose, but when he more cold, I like him very much. But there was one young gentleman, l’amant d’une demoiselle, the sweetheart, as you recall, of one young lady present, offer her some punch and she drink little, and put him on the table and say, “Bah! It is so strong as Sam Hill.” So they laugh much, but I say nothing, and look one and other what Madame was think as I was angry, but I say, “No, but what you call this Mons. Sam Hill.” So they still more laugh, and the young lady blush very much, and one gentleman I was fear what he would go with convulsion spasmodiques in too much laughing. WHen it was more late when the company will go home, I put my cloak and one young lady open the door and say “Law you! it snow as Sam Hill;” Monsieur le Printair, I was frighten I sort (illegible—- ed.) de mavie! I run comme le diable, sor en the devil, and I was not too muchcareful where I go, and je tombe, I fell on the gutter, and very soon I was not possible for perceive nothing, but the people carry me dans un auberge, in one shop, and when I was some little recover, one man say, “He is bleed like Sam Hill!” Ah sacre! I make attempt for run away, but I not was able, so I was carry to the hotel, and Mons. Vildair make warm one bed, and send for one doctor. Well, I take one anodyne, and the doctor walk down stair; and when I go in bed I was much disturbed in my mind, and talk with myself, and the waiter come in and say, ““Poor gentleman! he is more crazy as Sam Hill.” Then I act say no more, but go in sleep, and in morning I feel quite very well. SO I look in Mons. le Baron d’Humboldt, his travel, and I not find description of Sma Hill; but I go in Areade, and see in Mons. Robinson, his librarie, and find his “Travels in United Stated, by captain Basil Hall,” but pardi! Mons. le Captain was out his nose in every thing, and find fault with every thing, and look in every thing, but begar! he was not find Sam Hill. I read in one book of ENglish, “Love rule the court, the camp, the grove,” but Mon Dieu! it is Sam Hill what rule every thing.
 
Monsieur le Prentair, if you can discover what is Sam Hill, or any of your correspondent, will you make me oblige in write one letter to me? Direct “a Mons. Jean Jacques Grenouille, clies Mons. G. le Fripos, perrequer, Rue des Victoires a Paris.”
 
I am Sair, votre tres humble and much perplex serviteor, &c.—Prov. R. I. Journal.
 
11 November 1839, Adams Sentinel (Gettysburg, PA), pg. 5, col. 2:
THE JOCKIED FRENCHMAN.
A HUMOROUS SKETCH OF PURCHASING A HORSE.
(...)
“You no stand under me!” exclaimed the Frenchman, beginning to gesticulate fauriously; “you not stand under me?—Sure, hy gar, you be von grand rascalle—you lie like Sam—like Sam—vat you call de leetle mountain?”
 
“Sam Hill, I suppose you mean?”
 
“Oui Monsieur—Sam de Hill—yes, sure, you lie like TWO Sam Hill.”
 
Google Books
What the Sam Hill
By Wib. F. Clements
New York, NY: Broadway Publishing Co.
1911
Pg. 5:
What, you write a book? You, over sixty years old.
 
Yes, why not? All I lack is a name.
 
Well, I’ll swan; what the sam hill!
 
There ye are. The very thing. That shall be the name—What the Sam Hill. Now you are foolin’. No, I am not. I am going to call it “What the Sam Hill.”