“When in danger/trouble, when in doubt, run in circles, scream/yell and shout” is a saying that has been printed on many images. “When in danger, When in doubt, Run in circles, Scream and shout” was printed in the Infantry Journal in 1929.
 
Constantine Brown wrote in his column in The Evening Star (Washington, DC) on February 5, 1936:
 
“THE statesmen of Europe have adopted the Army War College foot ball cry: ‘When in trouble, when in doubt; run in circles, scream and shout.’”
 
Herman Wouk wrote in his popular novel The Caine Mutiny (1951):
 
“He surmised that the Caine crew were unfitted for their jobs, and were fulfilling the ancient adage: When in danger or in doubt, Run in circles, scream and shout.”
 
The exact military origin of the saying is unknown, but it describes an extremely disorganized response to panic.
 
 
Google Books
1929 (volume 35), Infantry Journal, pg. 369:
When in danger,
When in doubt,
Run in circles
Scream and shout.
 
Chronicling America
1 February 1935, The Evening Star (Washington, DC), “This Changing World” by Constantine Brown, pg. A-3, col. 3:
Like the Japanese, during the last three years, the Germans are taking full advantage of the chaotic political situation in Europe, where the various govenments have adopted the old American slogan, “when in trouble, when in doubt, run in circles, scream and shout.”
 
5 February 1936, The Evening Star (Washington, DC), “This Changing World” by Constantine Brown, pg. A-3, col. 2:
THE statesmen of Europe have adopted the Army War College foot ball cry: “When in trouble, when in doubt; run in circles, scream and shout.”
 
Chronicling America
23 March 1939, The Evening Star (Washington, DC), “This Changing World” by Constantine Brown, pg. A-13, col. 6:
It is Britain and France which have now adopted the Army War College cry, “When in trouble, when in doubt, run in circles, scream and shout.”
       
21 February 1943, Bellingham (WA) Herald “Humor in a ‘Madhouse’” (editorial), pg. 4, col. 2:
Occasionally some part of the “madhouse” skips its moorings and goes berserk,a phenomenon commemorated in this ditty: “When in danger, or in doubt, run in circles, scream and shout.”
 
28 March 1944, The Courier-Journal (Louisville, KY), “Professional Direction Called Teen-Age Need,” sec. 2, pg. 1, col. 1:
“We are like the bureaucrats in Washington—‘When in danger, when in doubt, run in circles, yell and shout!’”
(Spoken by James W. Hepbron, chairman of the Juvenile Delinquency Committee of Maryland.—ed.)
 
Google Books
The Saturday Evening Post
Volume 221
1949
Pg. 95:
Even though we knew we were just running in wild circles, it gave a boost to our morale to run in circles at high speed. “When in danger or in doubt, run in circles, yell and shout,” I cynically recited.
   
Google Books
The Caine Mutiny:
A Novel of World War II
By Herman Wouk
New York, NY: Little Brown and Company
1951 (this edition 2013)
Pg. ?:
He surmised that the Caine crew were unfitted for their jobs, and were fulfilling the ancient adage:
 
When in danger or in doubt,
Run in circles, scream and shout.
 
Twitter
Cheryl Raye Stout
@Crayestout
Here is the WH mantra, “When in danger or in doubt, run in circles, yell and shout.”
6:48 PM - 5 Sep 2018