Where did the phrase "Holy Toledo" come from?

I was reading online and noticed this phrase in the comments.

Holy Toledo

What is the origin of this phrase?

It appears in Max Shulman's 1951 collection of stories, The Many Loves of Dobie Gillis:

"Holy Toledo!" said Petey reverently. He plunged his hands into the raccoon coat and then his face. "Holy Toledo!" he repeated fifteen or twenty times.

But online explanations of its origin disagree, and dictionary coverage of the phrase is hard to find.

It's a humorous mock-swearword based on the taboo against blaspheming religious terms. There are hundreds of variations on the phrase, such as "Holy Guacamole!" and "Holy Cow!" Most of these are considered entirely non-offensive, with the exception of the best-known version, "Holy Shit!," which intensifies the taboo by combining the religious modifier with the taboo against directly referring to the fruits of the bathroom.

In the campy 60's television version of Batman, his sidekick Robin was noted for endless versions of the phrase (a habit briefly satirized in the 1997 movie "Batman and Robin").

What a fun question.

I could not find the origin, though the hypothesizing is amusing.

Some suggestions:

came about because of the heavy concentration of churches located on Collingwood Boulevard (Toledo, Ohio)
Toledo, Spain is often called “the Holy City of Toledo.”
Holy Week has always been a bad week for show business; old-time Vaudeville actors contended that any week in Toledo was Holy Week.
Toledoans Joe E. Brown and Danny Thomas popularized the term as they became nationally known performers (? - This makes sense)

Another colorful possibility comes from a former policeman who joined the city police force in 1931. At that time, there was an alleged agreement between the police and underworld safecrackers (also known as box blowers and nitromen). Safecrackers would not be harassed if they would refrain from their activities in Toledo. Consequently, they could complete a job in Detroit, Cleveland or elsewhere and then retreat to Toledo - the “Holy Land.”

Searching books, the earliest I came up with was a quote from 1936:

But in this prediction the manager was wrong, for almost as he finished speaking a great booming voice was heard in the wings. "Holy Toledo, officer, I don't savvy your lingo..."

There are indeed holy cows (India) and holy smoke (Bible). "Holy Smoke! as an expression came into use ~1870s, followed by "Holy cow!" (~1915). Perhaps out of reverence to religions, and because it flows so well, Holy Toledo (that assonance) came into being.

Joe E. Brown started in the vaudeville circuits in 1902, so... it's possible. Danny Thomas started touring in the '30s, so it's less likely that he was the first to say it if it was in print in the 30's already.

_{Holy Toledo! How did it all begin?}

I found two early instances of "holy Toledo"—one from 1908 that seems to be merely coincidental with the later exclamation, and one from 1928 that seems to be the real deal. From the Monroe City [Missouri] Democrat (March 5, 1908):

The Toledo Blade [a daily newspaper] says. "We would rather sit and wait two months for rosy-cheeked spring to come [to] Tintinnabulous Toledo than eat strawberries all winter in Heavenly Houston." How about preferring to pluck ice cream sodas in Holy Toledo during the visit of ruddy-cheeked summer than to look for a cool place in Thermogenic Houston during the same period. —Ex.

And from The Saturday Evening Post, volume 200 (1928) [combined snippets]:

Whatever insight the adopted girl gained of her foster father's character came to her through observation—and the stars bear witness that there was plenty to observe. When he had been in regular service no one had ever noted McIntosh, engineer on 1 and 2, holding mugging parties with his oil can or stroking a polished main rod with a loving hand. He had never been known to do anything but be disagreeable and growl constantly and bring his train in on the money despite hell or high water. But when he went cut on pension, holy Toledo!

The instance from Thomas Johnson, Red War (1936) that medica cites in her excellent answer is actually one of two occurrences in that book. Here they are in somewhat fuller context:

The manager was wringing his hands, apparently on the verge of tears. "It is terrible, terrible, Herr Bayne, that this should have happened. No doubt there have been Communist riots somewhere. Alas, I fear no one will come back to see you now."

But in this prediction the manager was wrong, for almost as he finished speaking a great booming voice was heard in the wings. "Holy Toledo, officer, I don't savvy your lingo. All I want is to ...

...

"You seem to know everything, Mr. McWade."

"Holy Toledo, I wish I did!" groaned the Westerner. "But there ain't one of us can figger out what's up—except somebody's in for a swell double crossin'."

Rivers's words!