"Shock horror" is an interjection describing feelings of bewildered astonishment over something rather ordinary and unremarkable. Often, the subject will be so disconcerted that he or she will have to lie down, and/or ask the boss for permission to go home early.
This use of the phrase was unwittingly coined by "Unprofessional Bus Driver and Pompous Faith-Head" Ron Heather of the UK. Mr. Heather reacted to a slogan from the Atheist Bus Campaign proclaiming "There's probably no god" by refusing to do his job.
- Mr Heather told BBC Radio Solent: "I was just about to board and there it was staring me in the face, my first reaction was shock horror.
- "I felt that I could not drive that bus, I told my managers and they said they haven't got another one and I thought I better go home, so I did."
PZ, and subsequently Pharyngulites, took up this expression sarcastically, in order to mock religious kooks like Mr. Heather who find themselves mentally paralyzed at the slightest hint of discomfort.
 Pharyngula post: "Maybe he has a Ph.D. in philosophy, and that's why he's driving a bus?" (2009.01.16)
 BBC coverage: "Man refuses to drive 'No God' bus" (2009.01.16)