As for "Break a leg", that was how theater actors used to express their pre-show nervousness. Actors used to believe that wishing each other luck or telling each other that they'll be great was tempting fate, so they wished each other bad luck in the hope that Fate would be fooled and send good luck.
There are superstitions all over the world along these lines, dating back to the ancient Greek belief that the Gods would always punish hubris, and probably earlier.
That was my original interpretation (see above) but jriley’s explanation seems right. I suspect it came out from the vauderville traveling show era where some nights were hits, others total bombs.
Actually, "how come" is not a weird expression to us Swedes since we have a similar if slightly longer expression.
It is "hur kommer det sig", where the first two words are a literal translation of "how come".