"Gallopin’ Gorgons, that reminds me...."
-- Hagrid (PS4)
“Galloping Gorgons!” is a mild oath used to express surprise – and is a form of swearing exclusive to the wizarding world.
It is used by Rubeus Hagrid after Harry Potter reads his Hogwarts letter, when Hagrid realises that he has forgotten to let Albus Dumbledore know that he has found Harry and the Dursley family at the Hut-on-the-Rock (PS4).
There is no evidence that Gorgons actually "gallop". Their role in Greek mythology does not contain any references to them moving in this way. The Galloping Gorgons phrase does has a lovely alliterative sound however.