[This is a fast-access FAQ excerpt.]
This expands to "Go and figure it out", and means: "The reasons
for the fact just stated are unknown and possibly unknowable. You
can waste your time thinking about what they might be, if you
choose, but you're not likely to accomplish anything." (Kivi
Shapiro)
"Go figure" comes from Yiddish Gey vays "Go know". Leo Rosten,
in The Joys of Yinglish (Penguin, 1989, ISBN 0-452-26534-6), says:
"In English, one says, 'Go and see [look, ask, tell]...' Using an
imperative without any link to a conjunction is pure Yiddish, no
doubt derived from the biblical phrase, translated literally:
'Go tell...' 'Go praise the Lord...' (In English this becomes
'Come, let us praise the Lord.')"
Gianfranco Boggio-Togna writes: "The expressions an Italian is
likely to use to show bafflement correspond exactly to "go figure":
va a capire='go understand' or va a sapere='go know'. The va
a idiom is common in colloquial Italian."
Other English expressions said to derive from Yiddish include:
"Big deal!" (A Groyser kunst!); "Bite your tongue" (Bays dir di
tsung); "bottom line" (untershte shure); "Eat your heart out"
(Es dir oys s'harts); "Enough already!" (Genug shoyn); "for
real" (far emmes); "Look who's talking!" (Kuk nor ver s'ret!);
"make like a" (makh vi); "shm-" as in "Fair, shmair"; "Sez you"
(Azoy zugst du); "Thanks a *lot*" (ironic) (A shenem dank aykh);
"That's for sure" (Dos iz oyf zikher); and "Who needs it?" (Ver
darf es?).