What is the origin of the saying "What the Sam Hill?"

'Sam Hill' is an American euphenism for the word 'hell' going back to 1839.

http://www.etymonline.com/index.php?search=sam+hill&searchmode=none

Its etymology is uncertain, however it first appeared in print in America in the Seattle Times Newspaper in reference to James J. Hill (Jim Hill).

SAM HILL - "If someone could locate any historical record of a Col. Samuel Hill of Guilford, Connecticut, we might find the origin of the phrase 'go like Sam Hill' or 'run like Sam Hill.' Edwin V. Mitchell makes mention of the man in the 'Encyclopedia of American Politics (1946). It seems that Colonel Hill perpetually ran for office - but no other evidence of his existence can be found. Since no one knows 'who in the Sam Hill' he was, Sam Hill must remain 'a personified euphemism our puritan ancestors used for 'hell.'" From "Encyclopedia of Word and Phrase Origins" by Robert Hendrickson (Facts on File, New York, 1997).

http://www.phrases.org.uk/bulletin_board/45/messages/901.html
http://www.livinggoldpress.com/samhill.htm#answer
https://en.wikipedia.org/wiki/Sam_Hill_%28euphemism%29
http://www.takeourword.com/TOW156/page2.html