Definition
One must finish what one has started; things must continue no matter what.
Origins
Originated in the 19th-century circus industry.
See Also
How People Actually Use It
(Idiom) Work around the problems that you may encounter, rather than giving up.
"A: My glasses are smashed! I can't go to work because I cannot see! B: You can see close up, can't you, four-eyes? A: Well, yes, but... B: OK slacker, BACK TO WORK!"
Source: Urban Dictionary