The "heebie jeepies" was originally used by William DeBeck in his early 1900s comic strip, Barney Google. He used the phrase often in the comic strip and it caught on. He is also attributed with bringing the phrase "hotsy totsy" to the language, through the same comic strip.
As anyone who has watched Westerns probably knows, "riding shotgun" comes from the practice of the stagecoach guard, who usually carried a shotgun, sitting next to the driver. That "takes the cake" is a reference to a time, a couple of centuries ago, when cakes were often used as prizes in competitions.
"Caught between the Devil and the deep blue sea", meaning to find yourself in a tough spot, comes from the old seafaring days: First of all, the "Devil" is the part of the wooden ship's hull that curves down toward the keel. Barnacles collect on the "devil" and have to be scraped off periodically. In order to do that, the ship would have to be heeled over very hard and a man lowered on a rope on the exposed side to scrape off as many barnacles as possible before the ship had to be straightened back up. If he was not pulled up far enough, the waves would smack him against the barnacle-crusted hull and, at best, he'd lose some skin. Thus, if he wasn't pulled up fast enough, he'd find himself caught between the Devil and the deep blue sea.
I've worked for multinational companies. Try have a Japanese friend look at you with a puzzled face and say "Koyoma-san not pull John-san leg," and then trying to give him a rational explanation other than "just because." The Spanish version is "You're pulling my hair." I'm sure there are others. All this friggin' pulling going on all across the globe...
I love finding out where old phrases originate, like "caught between the Devil and the deep blue sea" meaning "trouble". The "devil" was the side of a wooden sailing ship that sloped down to the keel, which became encrusted with barnacles and had to be scraped periodically. The ship would heel and a sailor would be lowered by rope quickly to scrape as much as possible before the ship had to straighten. If he wasn't raised quickly enough, a wave (the deep blue sea) would slap him against the devil (covered in barnacles) and his skin would be ripped. Thus, you DID NOT want to get caught between those two.
the rest of the quote is an eye for an eye but vengeance is mine. The warning is to do no worse than an eye for an eye.