Horror of horrors
Definition 1 of 2
Pro Tip 1/3Informal Emphasis
Used in casual situations to emphasize a surprisingly bad event. 
Horror of horrors, my favorite band just announced their breakup!
Pro Tip 2/3Hyperbolic Tone
Often used hyperbolically to express something that's not actually horrifying. 
Horror of horrors, they've put pineapple on my pizza!
Pro Tip 3/3Unexpected Twist
Marks an unpleasant surprise or twist in events. 
Horror of horrors, our tranquil picnic was invaded by a swarm of bees!