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Helga's catchword Criminy (also used by her father), which has also been spelled crimini or crimeny, is indeed a real word. The Oxford Dictionary says it's "a vulgar exclamation of astonishment: now somehwat archaic" and that it might be related to Italian crimine "crime".
Whatever its origin, criminy is one of those mild, old-fashioned euphemisms for "Christ," like crikey, cracky, cripes, Christmas, Christopher Columbus, and G. Rover Cripes. Criminy goes back at least to the 17th century: "O crimine! Who's yonder?" (Otway, 1681). In 1865 Clayton wrote in Cruel Fortune: "Criminy! — Raymond tight. I am astonished." That gives you some idea of the mildness of the oath by the middle of the 19th century! The situation was more serious in a 1700 quotation cited in Slang and its Analogues: "Murder'd my brother! O crimini!"
A similar euphemism is jiminy, as in Jiminy Criminy or Jiminy Cricket (which did not originate with Walt Disney), also meaning "Jesus Christ". Scholars speculate that jiminy, which has been spelled gemony, geeminy, jimini, and gemini, derived through Low German from gemini, which was a corruption of the Latin Jesu Domine "Jesus Lord". This also goes back to the 17th century. Dryden in 1672 wrote "O Gemini! is it you, sir?" Byron played with the words in 1816: "Crimini, jimini! Did you ever hear such a nimminy pimminy Story as Leigh Hunt's Rimini?" And we find the following in The Adventures of Tom Sawyer (1876): "'Oh, geeminy, it's him,' exclaimed both boys in a breath."
Many cultures have prohibitions against speaking the name of God, and the third of the Judeo-Christian Ten Commandments forbids "taking the name of the Lord in vain." So we have developed euphemisms to fill the need for words to express astonishment, anger, frustration, and the like. This resulted in the 16th and 17th centuries in expressions like Odd's bodkins, gadzooks, zounds, 'struth, and 'sblood, which leave out the word "God." The mild-sounding drat probably comes through the 17th-century "od rat it" from "God rot."
A number of euphemisms retain the initial sounds of the taboo words, like jeepers creepers for "Jesus Christ" and golly and gosh for "God." Sometimes another word is substituted for the forbidden, and we get expressions like "for Pete's sake," "for the love of Mike," and "for crying out loud," all variations on "for Christ's (or God's) sake."