Green’s Dictionary of Slang

a mild oath, ‘Lord have mercy!’ (cf. lawks-a-mussy! under lawks! excl.).

1837		‘Public Life of Mr. Tulrumble’ in Bentley’s Misc. Jan. 52: ‘Lor-a-mussy!’ said Mrs. Tulrumble.
1837		R.M. Bird Nick of the Woods I 146: Leab a lady and a gemmen lost in the woods, and neither take ’em on nor take ’em back! – lor-a-massy!
1848		Bartlett Dict. Americanisms 217: luddy mussy! Lord have mercy! an exclamation of surprise, common in the interior parts of New England.
1852		F.E. Smedley Lewis Arundel 345: ‘Listen to him,’ exclaimed Jemima, aghast, ‘lor’ a mussy!’.
1852		Harper’s Mag. V 560/2: Lor a massy, sir! is it you? Well, sure, I be cruel glad to zee ye!
1863		J. Tillotson ‘Miner and the Pixies’ Boy’s Yearly Bk 16/2: ‘Lor-a-massy?’ ejaculated Betty. [...] ‘Lor-a-massy,’ said Betty, again, rubbing her nose snappishly.
1865		Dickens Our Mutual Friend (1994) 100: ‘Lor-a-mussy!’ exclaimed Mrs. Boffin, laughing and clapping her hands.
1872		Schele De Vere Americanisms 616: Lord a mussy or Luddy Mussy, for Lord have mercy! are ejaculations heard with almost equal frequency in New England and in the South, where they are much affected by the negroes. ‘Lud a mussy, Mas Bob, is dat you? whar on arth is you gwine to?’.
1873		M.E. Braddon To the Bitter End 229: Lor a-mussy, sir, I wish I were a better hand at that sort o’ work.
1877		J. Greenwood Dick Temple II 28: Lor a mussy [...] I’ve been and gone and forgot.
1879		S.K. Hocking Her Benny 185: ‘Oh, lor a massy!’ he shouted, ‘if that ain’t a stinger!’.
1883		R.D. Blackmore Cripps, the Carrier 154: The calm wood echoed with the sound of wooden thumps, and the young buds trembled at the activity of a stick. ‘Lor’ a’ mussy, a’ mussy!’.
1890		Bird o’ Freedom 1 Jan. 7/4: ‘Lord a mussy,’ said the old woman, ‘you don’t say so, do’ee?’.
1895		J.S. Fletcher Wonderful Wapentake 36: ‘Lor-a-massy!’ said Uncle George Trippett, stretching himself across the hearth. ‘Lor-a- massy!’.
1896		G.M. Fenn Sappers and Miners 219: But lor’ a mussy, I was all in such a flurry over the business I don’t half recollect.
1900		Catholic World Sept. 793: Lord-a-massy! dem niggars you all got ain’t gwine to lemme in.
1934		E. Raymond Child of Norman’s End (1967) 36: Lord-a-mussy, did you ever see such a drainpipe?