Where do the words thingum, thingumajig, thingumbob, thingummy come from and What do they mean?

The words thingum, thingumajig, thingumbob, thingummy are meaningless extensions of the word thing in its special use as a term to denote an object or person which the speaker cannot or will not name specifically.

Thingum was first recorded in the late seventeenth century, the other forms followed (not in order) in the eighteenth and nineteenth centuries.