The Collaborative International Dictionary of English v.0.48:

Woe \Woe\, a.
   Woeful; sorrowful. [Obs.]
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         His clerk was woe to do that deed.       --Robert of
                                                  Brunne.
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         Woe was this knight and sorrowfully he sighed.
                                                  --Chaucer.
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         And looking up he waxed wondrous woe.    --Spenser.
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The Collaborative International Dictionary of English v.0.48:

Woe \Woe\, n. [OE. wo, wa, woo, AS. w[=a], interj.; akin to D.
   wee, OS. & OHG. w[=e], G. weh, Icel. vei, Dan. vee, Sw. ve,
   Goth. wai; cf. L. vae, Gr. ?. [root]128. Cf. Wail.]
   [Formerly written also wo.]
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   1. Grief; sorrow; misery; heavy calamity.
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            Thus saying, from her side the fatal key,
            Sad instrument of all our woe, she took. --Milton.
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            [They] weep each other's woe.         --Pope.
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   2. A curse; a malediction.
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            Can there be a woe or curse in all the stores of
            vengeance equal to the malignity of such a practice?
                                                  --South.
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   Note: Woe is used in denunciation, and in exclamations of
         sorrow. " Woe is me! for I am undone." --Isa. vi. 5.
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               O! woe were us alive [i.e., in life]. --Chaucer.
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               Woe unto him that striveth with his Maker! --Isa.
                                                  xlv. 9.
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   Woe worth, Woe be to. See Worth, v. i.
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            Woe worth the chase, woe worth the day,
            That costs thy life, my gallant gray! --Sir W.
                                                  Scott.
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WordNet (r) 3.0 (2006):

woe
    n 1: misery resulting from affliction [syn: suffering, woe]
    2: intense mournfulness [syn: woe, woefulness]

Moby Thesaurus II by Grady Ward, 1.0:

114 Moby Thesaurus words for "woe":
   abomination, aching heart, affliction, agony, agony of mind,
   anguish, atrocity, bad, bale, bane, befoulment, bemoaning,
   bewailing, bitter cup, bitter draft, bitter draught, bitter pill,
   bitterness, bleeding heart, blight, broken heart, bugbear, burden,
   burden of care, calamity, cankerworm of care, care, carking care,
   cataclysm, catastrophe, corruption, cross, crown of thorns,
   crushing, crushing burden, crying evil, curse, damage, death,
   defilement, depression, depth of misery, desolation, despair,
   despoliation, destruction, detriment, disease, distress, dole,
   encumbrance, evil, extremity, gall, gall and wormwood, grief,
   grievance, harm, havoc, heartache, heartbreak, heartfelt grief,
   heartgrief, heavy heart, hurt, ill, infection, infelicity,
   infliction, injury, lamentation, languishment, load, melancholia,
   melancholy, misadventure, mischief, misery, nemesis, open wound,
   oppression, outrage, pack of troubles, peck of troubles, pest,
   pestilence, pining, plague, poison, pollution, prostration, regret,
   rue, running sore, sadness, scourge, sea of troubles, sorrow,
   sorrowing, suicidal despair, the worst, thorn, torment, toxin,
   tragedy, trouble, unhappiness, venom, vexation, visitation,
   waters of bitterness, weight, wretchedness, wrong