The Collaborative International Dictionary of English v.0.48:

O \O\ ([=o]), interj.
   An exclamation used in calling or directly addressing a
   person or personified object; also, as an emotional or
   impassioned exclamation expressing pain, grief, surprise,
   desire, fear, etc.
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         For ever, O Lord, thy word is settled in heaven. --Ps.
                                                  cxix. 89.
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         O how love I thy law ! it is my meditation all the day.
                                                  --Ps. cxix.
                                                  97.
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   Note: O is frequently followed by an ellipsis and that, an in
         expressing a wish: "O [I wish] that Ishmael might live
         before thee!" --Gen. xvii. 18; or in expressions of
         surprise, indignation, or regret: "O [it is sad] that
         such eyes should e'er meet other object!" --Sheridan
         Knowles.
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   Note: A distinction between the use of O and oh is insisted
         upon by some, namely, that O should be used only in
         direct address to a person or personified object, and
         should never be followed by the exclamation point,
         while Oh (or oh) should be used in exclamations where
         no direct appeal or address to an object is made, and
         may be followed by the exclamation point or not,
         according to the nature or construction of the
         sentence. Some insist that oh should be used only as an
         interjection expressing strong feeling. The form O,
         however, is, it seems, the one most commonly employed
         for both uses by modern writers and correctors for the
         press. "O, I am slain!" --Shak. "O what a fair and
         ministering angel!" "O sweet angel !" --Longfellow.
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               O for a kindling touch from that pure flame!
                                                  --Wordsworth.
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               But she is in her grave, -- and oh
               The difference to me!              --Wordsworth.
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               Oh for a lodge in some vast wilderness! --Cowper.
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               We should distinguish between the sign of the
               vocative and the emotional interjection, writing
               O for the former, and oh for the latter. --Earle.
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   O dear, & O dear me! [corrupted fr. F. O Dieu! or It. O
      Dio! O God! O Dio mio! O my God! --Wyman.], exclamations
      expressive of various emotions, but usually promoted by
      surprise, consternation, grief, pain, etc.
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