Question: How do I say 'For God's sakes' in German? 

1. Um Gottes willen, warum bist du hingegangen?

Are there other alternatives for it?

Answer: 
> 
> Um Gottes willen
> 
> 
> 

is the correct translation. There are alternatives that can be used for the same, some very close, some not so close to the original meaning, like

> 
> Um Himmels willen!
> 
> 
> 

(For Heaven's sake!)

> 
> Himmelherrgott!
> 
> 
> 

(God in Heaven! coll.)

> 
> Herrgott nochmal!
> 
> 
> 

(coll.)

> 
> Himmel, Arsch und Zwirn!
> 
> 
> 

(rude and not very close)

> 
> Heiligsblechle!
> 
> 
> 

(example for a regional version, used mainly in the southwest of Germany)
> 
> Verdammt nochmal!
> 
> 
> 

Ist auch sehr beliebt, auch wenn das nicht die genaue Übersetzung ist.