Keep your nose to the grindstone (to keep working hard). 

In colonial America without electricity, the Pilgrims’ main staple food was corn. To get the greatest use from the corn it was ground to a powder known today as cornmeal. The corn kernels were poured in to a stone “bowl” in which the giant wheel (the millstone) rested. The wheel was turned from above by the power of a windmill. In order to get the corn in to the bowl, the “miller” had to pour it in from the back side which made his nose get quite close to the turning millstone. 

Three sheets to the wind (to be drunk) Again, when the Pilgrims arrived on the 

Mayflower, the only resources they had to use were those from the ships on which they came. To make windmills for power they used strips of the sails from the ships – in those days called sheets. The first windmills were constructed with three “blades” to catch the wind, but it was found that in a strong wind that the blades would turn in a rickety fashion. Reconstruction of the 4-blade windmill soon replaced the rickety ones. Thus, when a person walked in a “rickety”fashion being drunk, he (or she) was labeled as “three sheets to the wind”.

Armed to the teeth

Back in the days when America and it’s close neighbors were being discovered by sea faring men, life was different. Weapons in those days were less than efficient, including the single shot black powder guns used by pirates in Jamaica in the 1600s. Knowing that the gun had just one shot, the pirates would also carry a knife in their teeth to use once the gun was used up. This created the phrase “armed to the teeth”

Can’t hold a candle to

Before electric lights there were candles. Someone performing a task requiring two hands after dark would also need a person to hold the candle while they worked. Of course, the person holding the candle would be in a position of service to the person doing the work. To not be worthy of even holding the candle for someone was considered to be of very low estate in these days. So to say, “She can’t hold a candle to him/her” means that the person “accused” is pretty much worthless.

Dressed to the Nines 

Common lore has it that a tailor making a high quality suit uses more fabric. The best suits are made from nine yards of fabric. This may seem like a lot but a proper suit does indeed take nine yards of fabric. This is because a good suit has all the fabric cut in the same direction with the warp, or long strands of thread, parallel with the vertical line of the suit. This causes a great amount of waste in suit making, but if you want to go "dressed to the nines", you must pay for such waste.

(also maybe where 'the whole nine yards' comes from...either this or from the fact that a full load of cement in a cement mixer is nine yards)