Just want to share this piece of info I found at http://www.word-detective.com/back-h2.html
"Between a rock and a hard place" is a modern, non-literary variation on the much older "Between Scylla and Charybdis." Homer, in "The Odyssey" (written about 850 B.C.), describes a perilously narrow sea passage his hero must navigate between Scylla, a terrifying monster, and Charybdis, a massive whirlpool. From Homer's time up until fairly recently, "Between Scylla and Charybdis" was a common metaphor for a perilous or difficult situation. With classical studies somewhat in eclipse these days (putting it mildly), the less demanding "Between a rock and a hard place" is far more commonly heard.