Instead of saying for God's sake, which may make some people uncomfortable, people would instead use the euphemism for Pete's sake. The Pete in this case is actually St. Peter. This form of the expression first appeared in 1924. A much older euphemism is for mercy's sake, which has been around since the 16th century.

information found in "Melanie & Mike say ... Take our Word for it" webzine Issue 11, Oct 5, 1998.