Similar to all "What the..." expressions, but left uncompleted because of immediate devastating circumstances occuring before the individual is able to complete the expression.
a.) Used in horror movies - directly before victim discovers monster emerging from the plumbing or some other unexpected place. Victim says "What the..." and then is interupted abruptly by slime monster attack.
b.) As an element of surprise - "What the..." used as individual looks down at their shoe, after stepping in something soft and squishy on lawn.
c.) Similar usage: "What DA..." in extreme northern and southern geographical areas.