Green’s Dictionary of Slang

lordy me! excl.

a general excl.

1857		Knickerbocker Mag. Sept. 236: O lordy me, Sir! I ’m so dreadful afeard you ’re both on you Dorrites!
1863		Ballou’s Dollar Mthly Mag. Aug. 154/2: Lordy me! Well, I don't know but I should be tempted to import almost any sort of liquor for that.
1874		Atlantic Mthly 34 446/1: Lordy me! Miss Ma’,’he began, ‘an’t I glad ye come, and an’t I glad they fetched ye!’ .
1898		E.N. Westcott David Harum 178: ‘Lordy me!’ sighed Mrs. Cullom.
1909		J. Ware Passing Eng. of the Victorian Era.
1962		E. Stephens Blow Negative! 309: Ohhh, Lordy me!
1967		J. Rechy Numbers (1968) 21: ‘Lord-uh-me!’ Hand-to-heart. ‘Where? have you? been, Johnny Rio?’.
1983		(con. 1940s) D. Nobbs Second From Last in the Sack Race 19: Oh Lordy Lord.
1994		C. Dexter Daughters of Cain (1995) 111: ‘Lordy me!’ Brenda managed to say in her soft Oxfordshire burr.