Green’s Dictionary of Slang

(US) a euph. for hell! excl. and used in various mild oaths.

1874		Santa Cruz Wkly Sentinel (CA) 20 June 3/2: He said that the trout bit there like Helen Blazes.
1877		Globe (London) 18 July 6/1: Although he was never heard to mutter ‘Helen Blazes’ he must have often felt tempted to use it.
1883		Gibson City Courier (IL) 5 Oct. 6/3: He muttered something [...] like ‘Helen Blazes’ as he caressed his laceratedlegs.
1897		Kansas City Jrnl (MO) 15 Oct. 4/3: He made some remarks [...] like ‘damn it’ and ‘Helen Blazes’.
1900		Columbus Dly Advocate (KS) 7 Apr. 4/6: ‘And the Next Day it Snowed like Helen Blazes!’.
1907		Ocala Banner (FL) 11 Jan. 6/5: ‘Early to bed, early to rise; work like Helen Blazes’.
1912		Dly Gate City (Keokuk, IA) 22 Apr. 7/5: Are you yelling like Helen Blazes about mail order houses.
1924		DN V 269: Helen Maria [...] hell.
1926		Jrnl & Courier (Lafayette, IN) 5 Mar. 6/2: What Suzanne Lenglen said after her second set against Helen Wills [...] sounded a good deal like ‘Helen Blazes!’.
1943		Lincoln Star (NE) 2 July 3/5: Some of us ‘yokels’ [are] working overtime, like Helen Blazes.
1966–69		in DARE II 165: (Qu. CC9, Words or expressions for hell: ‘That man is headed straight for...’) [...] Helena; (Qu. NN26a, Weakened substitutes for ‘hell’: ‘Oh — !’) [...] Oh Helen Blazes; [...] Helena; (Qu. NN26b, Weakened substitutes for ‘hell’: ‘Go to!’) [...] Helena Montana.
1988		(con. 1920s) in DARE File II 165: Helen Maria [...] was a favorite oath of Charles Gates Dawes (Vice President from 1925–29) in the 1920s.
2004		Beastie Boys ‘Triple Trouble’ 🎵 What the Helen of Troy was that / Did you say my rhymes are wack?