I've also heard, although not seen online anywhere that the phrase came from a mis-pronunciation of Samhain - which while spelled S-A-M-H-A-I-N is pronounce 'Suh-wain' - but is the pagan term for Hallowe'en which was often associated with the Devil in 19th century Christendom...

Sam Hill - Sam Hain - it's a possibility.

Now I wish I remember where I had heard that bit o' trivia... hm...