The phrase 'How Come' means why do or why have.
Example of Use: "How come you got invited and I didn't?"
The idiom 'how come' is American in origin, and dates back to the mid-19th century. It is essentially a shortened form of 'How does it come to be?' Its predecessor, 'How comes it that' was used in England; an example can be found in Shakespear’s 1607 Coriolanus: “How com’st that you haue holpe To make this rescue?” An even earlier example is found in Edward Hall’s 1548 Chronicle: “How commeth this that there are so many Newe Testamentes abrode?”