Green’s Dictionary of Slang

(orig. US) a euph. for God and used as such in various mild oaths, e.g. by Godfrey! Godfrey(’s) mighty!

1857		F.L. Olmsted A Journey Through Texas 14: By Godfrey [...] you ought not to have missed that.
1868		C. Nordhoff Cape Cod and All Along Shore 16: Them thet’s got shall hev, ’nd, by Godfrey, them thet’s got luck kin hev anything else.
1904		G.D. Chase ‘Cape Cod Dialect’ in DN II:vi 425: godfrey! interj. An ejaculation. Also godfrey mighty, and godfrey Lijah.
1913		Van Loan ‘Won Off the Diamond’ in Lucky Seventh (2004) 281: No, suh! No, suh, by Godfrey!
1921		Wodehouse Indiscretions of Archie Ch. ii: Mr. Brewster, having dwelt at adequate length on the contents of the chafing-dish, adjusted his glasses and took up the envelope. ‘I shall be glad — Great Godfrey!’.
1935		J.C. Lincoln Cape Cod Yesterdays 69: ‘Godfrey’s mighty!’ he sighed fervently [DA].
1942		W. Faulkner Go Down Moses 20: O godfrey, Cass. O godfrey. [Ibid.] 113: I swear to godfrey, it’s a wonder we have as little trouble with them as we do.
1944		J. Archibald ‘Downed on the Farm’ in Ten Detective Aces Nov. 🌐 Got to git me a drink of hard cider first, by Godfrey!
1946		(con. 1910s) J. Thompson Heed the Thunder (1994) 224: That’s right, by gadfrey! So he did.
1957		‘Weldon Hill’ Onionhead (1958) 251: By godfrey he didn’t think a good strong drink would be out of order.