“Heavens to Betsy” is an exclamation of unknown origin. It was first cited in The Flag of Our Union (Boston, MA) on March 28, 1857.
 
There is no evidence that “Betsy” is flag maker Betsy Ross (1752-1836), or Elizabeth I of England (1533-1603), or a rifle named “Old Betsy.”
 
     
(Oxford English Dictionary)
heaven, n.
Chiefly in plural. In exclamations expressing surprise, horror, excitement, etc. Frequently with intensifying adjective, as good heavens, gracious heavens, great heavens, etc. merciful heavens: see merciful adj. 1; please heaven: see please v. 3b(b); thank heaven: see thank v. 3g. In later use often in various extended forms, as Heaven and earth, Heavens above, Heavens alive, Heavens to Betsy (originally and chiefly U.S.), etc.
[The origin of the exclamation Heavens to Betsy   is unknown; perhaps compare Betsy n.]
1857   Ballou’s Dollar Monthly Mag. May 419/1   ‘Heavens to Betsy!’ he exclaims, clapping his hand to his throat, ‘I’ve cut my head off!’
   
World Wide Words
Heavens to Betsy
(...)
Some have tried to trace it to the Revolutionary War and to Betsy Ross, maker of the first US flag, but have failed; others think it may have something to do with the frontiersman’s rifle, often called Old Betsy, but there’s no evidence that saying and name are associated. Charles Earle Funk, who in 1955 used the phrase as part of the title of a book about curious phrases, said that its origins were “completely unsolvable”.
 
We have to leave it as one of the great mysteries of etymology, along with the similar heavens to Murgatroyd. Unless someone reading this knows different?
         
28 March 1857, The Flag of Our Union (Boston, MA), pg. 100, col. 1: 
[Written for the Flag of Our Union.]
THE SERENADE.
A TALE OF REVENGE.
BY FREDERICK W. SAUNDERS.
(Col. 2—ed.)
“Heavens to Betsy!” he exclaims, clapping his hand to his throat. “I’ve cut my head off!”
   
May 1857, Ballou’s Dollar Monthly Magazine (Boston, MA), pg. 418, col. 1:
THE SERENADE.
A TALE OF REVENGE.
BY FREDERICK W. SAUNDERS.
Pg. 419, col. 1:
“Heavens to Betsy!” he exclaims, clapping his hand to his throat. “I’ve cut my head off!”
 
10 December 1859, The Manhattan Express (Manhattan City, KS), “The Serenade” by Frederick W. Saunders, pg. 1, col. 3:
“Heavens to Betsy!” he exclaims, clapping his hand to his throat. “I’ve cut my head off.”
 
22 July 1870, Fremont (OH) Weekly Journal, “Readables,” pg. 3, col. 1:
Heavens to Betsy, but wasn’t it hot sparking last Sunday night. At least those who tried it said it was.
   
14 August 1881, Rochester (NY) Democrat and Chronicle, “Watering Place Notes,” pg. 2, col. 5:
“Heavens to Betsy, but I should think there would be.”—New Haven Register.
 
25 April 1882, The Daily Inter Ocean (Chicago, IL), “Columbia Crum,” pg. 9, col. 6:
“Heavens to Betsy! why can’t nobody come an’ take me a sleigh-ridin’?”
 
California Digital Newspaper Collection
3 March 1887, Los Angeles (CA) Daily Herald, “Good Words,” pg. 2, col. 1:
No wonder that feminine tongues exhausted all common epithets of praise and resorted to “Glory to Gideon” and “Heavens to Betsy” in their ejaculations of admiration.
 
OCLC WorldCat record 
Heavens to Betsy! : And Other Curious Sayings
Author: Charles Earle Funk; Tom Funk
Publisher: New York : Harper & Brothers, Publishers, [1955] ©1955
Edition/Format:   Print book : English
Summary:
Compilation of familiar American sayings with notes on their origins
 
IMDb
Heavens to Betsy
30min | Comedy | TV Series (1994– )
Episode Guide
1 episode
In Dolly Parton’s first unaired CBS sitcom, she played a woman who had died and was trying to earn her wings to get into Heaven.
Stars: Dolly Parton, David Goldyn, Constance Shulman
 
Urban Dictionary
heavens to betsy
An expression of shock.
Heavens to betsy! I forgot to turn off the iron.
by buggum September 18, 2005
 
IMDb
Heavens to Betsy (2017)
Not Rated | 1h 42min | Comedy, Fantasy | 10 October 2017 (USA)
An aspiring children’s book author comes to a better understanding of God’s will after each and every one of her prayers from past to present are suddenly answered all at once, erasing her past and altering everything in her present.
Director: Robert Alaniz
Writer: Robert Alaniz (screenplay by)
Stars: Jim O’Heir, Karen Lesiewicz, Steve Parks | See full cast & crew »