Woe Is Me
Meaning
Used when somebody is under tremendous stress or is very sad.
Origin
The Bible, Job 10:15 (King James Version) had first reference:
Job 10:15: If I be wicked, woe unto me; and if I be righteous, yet will I not lift up my head. I am full of confusion; therefore see thou mine affliction;
Shakespeare also used it in Hamlet, 1603.