Hold come what may is a phrase popularized by the late Harvard philosophy professor, Willard Van Orman Quine. Beliefs that are "held come what may" are beliefs one is unwilling to give up, regardless of any evidence with which one might be presented. Quine held (on a perhaps simplistic construal) that there are no beliefs that one ought to hold come what may—in other words, that all beliefs are rationally revisable. Many philosophers argue to the contrary, believing that, for example, the laws of thought cannot be revised and may be "held come what may".
A closely related concept is Hold more stubbornly at least. Some beliefs may be more useful than others, or may be implied by a large number of beliefs. Examples might be laws of logic, or the belief in an external world of physical objects. Altering such central portions of the web would have immense, ramifying consequences. It is better to alter auxiliary beliefs around the edges of the web in the face of new evidence unfriendly to one's central principles. Thus, while one might agree that there is no belief one can hold come what may, there are some for which there is ample practical ground to "hold more stubbornly at least".