Where does the shape of pretzels come from?
According to the Wikipedia article, the following is a likely story (or something similar to it, anyway) but may not be exactly right:

The very beginning of this youtube video of Alton Brown's Good Eats explains it rather well:

http://www.youtube.com/watch?v=CZR_evWiDbY

Essentially, it was created by a monk as a reward for children who did their daily prayers.  The shape looks somewhat like a person folding their arms across their chest, which is an older way to pray.

There is also the possibility that the loops make it practical to hang on sticks, more for display than for keeping the food safe.

http://en.wikipedia.org/wiki/Pretzel