Expanding a bit on gargoyle's post-

Oxford Journals, Notes & Queries.
"Ye Gods and Little Fishes"
"In the 10 May 1902 issue of this journal a correspondent identified as Q.R.B. posed a query that to this day remains unsolved."

"In 1900, the famed American fly-fisherman and fishing tackle inventor Dr. James A. Henshall employed the phrase as the title of a verse adventure book subtitled "A Travesty on the Argonatic Expedition in Quest of the Golden Fleece."

A Mr Nace, who wrote this article, may give further information but I do not have access to the journal.

Why is this momentous question still unsolved? Are earlier possibilities given in the body of the article?