Giving someone "the third degree."

[Golem]

Any suggests as to the origin?

And what happened to the first and second degrees?

[Quizmonster]

It refers to Freemasonry, which also still has first and second degrees. They mark stages in one's ascent through the hierarchy of the organisation, during which testing questions are put to the candidate. Hence, the idea that it is a severe interogation.

[oilyrag]

The use of degree's is a referral to the scale used in medicine for measuring burns e.g. First degree burns are superficial, second degree burns are probably in the dermal layer and third degree burns are full thickness of the skin. Therefore anything referred to as third degree is really as bad as it can get!

[Quizmonster]

The question referred to "giving someone the third degree". I have never heard of anyone being "given the third degree burns", but I certainly have heard of them being "given the third degree", meaning an intense interrogation!
It is most certainly a reference to Freemasonry rather than medicine.