James Gordon Bennett Jr is generally held to be the first international playboy. However, in addition to indulging his opulent lifestyle around Newport, Rhode Island, Bennett also inherited control of the New York Herald from his father, subsidised Stanley's expedition to Africa to find Livingstone, and established the Gordon Bennett Cup for automobiles. This was an international competition which ran from 1900 to 1905. Each nation, however, could only enter three cars, and this peeved the French, who felt that their superiority in these matters was therefore under-represented. The French won the 1905 Gordon Bennett Cup, and because each year's winner was entitled to host the following year's event, the French refused to host the 1906 Cup, and instead ran the first ever Grand Prix...with 26 French cars, six Italian cars, and two from Germany.
Anyway, I've always been much impressed by the manner in which the origin of the expostulation 'Gordon Bennett' appeared to lie with this particular Gordon Bennett. According to Wikipedia, "in 1877 Gordon Bennett left New York after a scandal that ended his engagement to socialite Caroline May. According to various accounts, he arrived late and drunk to a party at the May family mansion, then urinated into a fireplace in full view of his hosts," (en.wikipedia.org/wiki/James_Gordon_Bennett,_Jr. and note that the full-stop is part of the URL). Sadly, the real provenance of the phrase may not be so colourful. According to an article on the BBC website, John Simpson, chief editor of the Oxford English Dictionary, claims that "The expression is probably just a euphemistic extension of 'God!' or 'Gawd!', turned into a proper name to weaken the swear-word," (news.bbc.co.uk/1/hi/magazine/6226293.stm). Even worse, there are suggestions below the main article that the phrase originates with Lieutenant-General Henry Gordon Bennett "who abandoned his command and fled to safety during the Japanese invasion of Singapore leaving his unfortunate troops behind to be captured."
I prefer the pissing-in-the-fireplace explanation, and I propose that in years to come the expostulation 'Gordon McCabe!' will be used as a synonym for pissing into the wind.