What in god's name!?
Used when you're in a situation that would generally not be considered common, requiring the reason/s behind its existence. By referring the name of god means that this situation is unholy and you're asking god why has he allowed this to happen. Normally it is combined with the world "fucking" resulting in the phrase "What in god's fucking name!?" though this phrase is used by believers of god, people who are generally christian or people who are just too innocent to use swear words.
You: *Is casually walking down the hall*
Your roommate: Ugh! YEAH!
You: *Sees your roommate humping a pillow* What in god's name!?
Your roommate: Ugh! YEAH!
You: *Sees your roommate humping a pillow* What in god's name!?