"Oh my God!" is an English equivalent of the Italian phrase O Dio mio!
Specifically, the interjection o means "oh." The masculine noun Dio means "god." The masculine possessive adjective mio means "my."
The pronunciation is "oh DEE-oh MEE-oh."
Lodare Dio in Italian means "Praise God" in English.
Grazie a Dio! in Italian means "Thank God!" in English.
Bella! Dio! in Italian is "Beautiful! (Oh my) God!" in English.
"God" in English is Dio in Italian.
Siamo con Dio in Italian means "We're with God" in English.
"To leave it to God" in English is lasciarlo a Dio in Italian.
"God's gift" in English is regalo di Dio in Italian.
"In God we trust!" in English is Abbiamo fede in Dio! in Italian.
"Thank you, God!" in English means Grazie, Dio! in Italian.
Che Dio ti benedica. "Dio la benedica". "Dio la benedica".
Solo Dio giudicherà me
"Bless you!" in English is Dio ti benedica! and, after a sneeze, Salute! in Italian.