Lucky break is attested from 1884 in billiards; 1872 as "failure or break-down which turns out to be fortunate." Lucky accident is from 1660s. Lucky dog "unusually lucky person" is from 1842. Lucky Strike as the name of a U.S. brand of cigarettes (originally chewing tobacco) popular in the World War II years is said to date from 1871. Its popularity grew from 1935 when the brand's maker picked up sponsorship of radio's "Your Hit Parade."
1590s, in a now-obsolete meaning "mischievous, malicious;" also in 17c., "careless, incautious; unreliable, not to be trusted," from un- (1) "not" + canny (q.v.) in its old Scots and Northern English sense of "skillful, prudent, lucky" (it is a doublet of cunning).
Canny had also a sense of "superstitiously lucky; skilled in magic." In Wright's "English Dialect Dictionary" (1900) the first sense of uncanny as used in Scotland and the North is "awkward, unskilful; careless; imprudent; inconvenient." The second is "Unearthly, ghostly, dangerous from supernatural causes ; ominous, unlucky ; of a person : possessed of supernatural powers".
From 1773, uncanny appears in popular literature from the North (Robert Fergusson, Scott), with reference to persons and in a sense of "not quite safe to trust or deal with through association with the supernatural." By 1843 it had a general sense in English of "having a supernatural character, weird, mysterious, strange." (OED notes this as "Common from c 1850"; Borges considers it untranslatable but notes that German unheimlich answers to it.)
The Scottish writers also use it with the meanings "unpleasantly hard; dangerous, unsafe."