Amazing that 'Crikey' was considered vulgar just over a hundred years ago. Here are some of the saying Wright collected for usages of Crikey (and it's various spellings):

"Oh! criky, what a lot o' trumps you had!"

"Crikey, lad ! that ain't the way to buy hosses." (1895)

"O -criky, if yon aint the bobby."

"My crikey, you don't say so."

"The bandy-legged boy listened with his red cheeks artificially distended, and occasional murmurs of Crikey." (1876)

"My crikums!" exclaimed the old man. "Whatever will Joan do?" (1896)

Bandy legs were a sign of rickets. Not sure what artificially distended cheeks were a sign of, though. Bad prose writing? Sadly, it's not recorded what Joan did.