Crossing fingers for good luck comes from the Christian amulet in the shape of a cross

Traditionally, this gesture means hope for a positive result. Historically, it was used for believers to know each other during the persecution. Some people, mostly children, also use this gesture as a way how to "justify" themselves by saying a deliberate lie. This superstition originates from a belief in the power of the Christian cross, which can be saved from hell, which otherwise is a liar must necessarily fall.

Similarly, the gesture is used by adults as an excuse not to keep the promise. Close friends can thus tell each other their support. And in the 16th century in England, people crossed fingers to ward off evil spirits. The same thing they did when someone sneezes or coughs.

via factroom.ru