As with the Sign of the Cross, the Fingers Crossed action is used when the person feels the need for good luck, courage or protection. Most people accept that it's superstition at its simplest, yet is it so common, in both action and speech.
Crossing the first two fingers is a good luck sign recognised around the world. It is, however, not so common in Buddhist and Muslim cultures, suggesting that the symbol's origin is Christian and was imported to Asian countries along with other Western ideas, food, fashion, technology, karaoke (no, wait a minute...).
I have no reliable evidence to support this, but one theory goes that during the various times when Christianity was illegal, the crossing of fingers was a secret sign for Christians to recognise each other. Yet whilst the Sign of the Cross has evolved into a good luck symbol and retained its Christian meaning, Fingers Crossed has mainly lost any Christian connection.