The holes are to help with manufacturing.
The earliest use of a hole in the blade of an electric plug that I can find is in US patent 1341468 (1920) where they serve as detents to hold the plug in place. Another 1920 patent (US 1352817) shows the holes in passing, without comment, as if they were already routine by that date.
No doubt manufacturers took advantage of the holes in the blades when designing their machinery, as they provide convenient “handles” and reference points that are missing from a plain strip of metal. While the holes have lost their original utility, eliminating them would require the needless replacement of a lot of expensive equipment, so they remain in place. New equipment is probably designed to take advantage of them as well, perpetuating the mysterious holes for future generations to puzzle over.
ANSI/NEMA standard WD 6-2002, which states that the holes are “optional”, nonetheless specifies exactly where they should be located and exactly what size they should be – presumably to rule out alternative designs that might weaken the blade.
Someone mentioned there are no holes in plugs in countries like Germany. Wrong. In countries with a voltage of 230 V there usually is a third contact just for security. In France, this security pin sticks out in the socked and jams right into the plug, in Germany they have two little contacts left and right instead. So plug manufacturers obviously say 'hey, why produce two different plugs, we just fit all of them with both features so we can sell them in France AND Germany.
This an intelligent thought, and - in theory - someone might have the same thing in mind in America. Not that I knew - do the Canadians have something like a third prong?
In the Philippines they use exactly the US-shaped plugs but on networks that run 230 Volts. This certainly calls for additional security!
Oh: have fun bringing your appliances over there and plugging them in…
And why is it? Under which electrical standard, and why, might these holes promote safety, as the sockets had already gone all standard?
EU and Friends (looking around): Standardish?
This discussion is regarding the holes on the prongs themselves, as can be seen here:
Here is a picture of Japanese style plug, the standards for which are almost identical to the US standard sans holes.
The third “hole” and/or contact you are referring to are for the grounding pin. This serves the same function as the third prong on the right in the first picture.
Why do you know so much about the prongs jpdemers, it seems like something someone would know nothing about unless they are in an associated field.