1928, compressed form of phrase "what you may call it." What-do-you-call-it is from 1630s. Earliest recorded variant is what-calle-ye-hym, attested from late 15c. What's-his-name for "unspecified person" is attested from 1690s; variant what's-his-face is first recorded 1967.
whammy
whangdoodle
wharf
wharfinger
what
whatchamacallit
whatever
whatnot
whatsoever
wheal
wheat