I love this question. It is a very common phrase in the United States, at least. However it is not used daily; it would be used much less frequently than that. It isn't until something REALLY surprising happens that you would use this phrase.
Person A: "Did you see that horror movie yet that just came out in the theatre?"
Person B: "Hell yeah, it had me scared shitless! I couldn't fall asleep until 4 a.m. the next morning!"