hold onto your hat

all hat and no cattle

Full of big talk but lacking action, power, or substance; pretentious.

all hat and no cowboy

Full of big talk but lacking action, power, or substance; pretentious.

apron-string hold

An estate held by a man during his wife's life.

black hat

A villain in a story, especially in a Western (a film or other work of the Western genre).

brick in one's hat

Drunkenness.

buy and hold

A passive investment strategy where an investor purchases an asset and retains it for many years, rather than trading it frequently.

does the Pope wear a funny hat

Obviously! Rhetorical question in response to a question where the answer is an emphatic yes.

don't hold your breath

Don't wait. Said cynically to suggest that what has just been mentioned is unlikely to happen soon or at all.