Coupe Aéronautique Gordon Bennett home page:
A little more is available at
The Learning Network’s entry for James Gordon Bennett:
Educated mostly in France, he took over (1867) from his father the management of the New York Herald. In 1869-71 he financed Henry Stanley’s expedition into Africa to find David Livingston, and from 1879 to 1881 he supported the ill-fated expedition of G. W. De Long to the arctic region.
He established London and Paris daily editions of the
Herald; the Paris paper was an unprofitable, sincere attempt to promote international goodwill. Bennett was fond of sports, especially of yachting, and established the James Gordon Bennett cup as a trophy in international yacht races and similar cups for balloon and airplane races.
He was the Publisher of the
New York Herald.
The use as a popular phrase is explained at
The Phrase Finder more as one of surprise than exasperation:
An exclamation of surprise - one of the many euphemisms that avoid the use of the word God.
James Gordon Bennet II, 1841 - 1918 is the man referred to, and was quite a colourful character. One of his many reported exploits was an incident where he flew an aeroplane through an open barn. The surprised onlookers were supposed to have said ‘That was Gordon Bennett!’, and hence onward to the current shortened phrase. Became popular again during the 1980s but is again falling out of use.