It seems quaint, these days, to express astonishment with a wholesome phrase like "holy cow!" It's so common that we've probably all said it at some point, maybe as kids. And if you're a sports fan of a certain age, you may even associate it with baseball announcers Phil Rizzuto or Harry Caray.
Caray delivered a particularly memorable "hooooo-leeeee coooow!" in his broadcasts — so much so that comic Will Farrell often parodied Caray on "Saturday Night Live." Some people even thought that Rizzuto or Caray might have originated the phrase. They were both in the booth in the early days of "holy cow" — but not quite early enough.
Rizzuto began announcing after his playing days were over. His first season as an announcer for the New York Yankees was in 1957. Caray's announcing career began in the minor leagues in 1943, and he moved up to the majors in 1945.