Comma use with "Oh" phrases

"Oh no!", "Oh wow!", "Oh boy!" and a few others are idiomatic exclamations. And "Oh" is an exclamation by itself. When an exclamation precedes a sentence such as "I forgot to turn off the water" or "woe is me" or "that is fantastic" then it is generally separated by a comma.

A comma is traditionally used at the end of direct speech where a full stop (or period) would have been used if the end of the quotation had coincided with the end of the written sentence (i.e. where "he said" etc. is omitted).

If the direct speech ends with an exclamation-mark or a question-mark, these punctuation-marks are retained even if the quotation is followed by "he said" etc. The reason for this difference is that exclamation-marks and question-marks do not necessarily mark the end of a sentence. That is why the word "he" does not need to be capitalized in the following sentence: "Ouch!" he cried.

An exclamation-mark is traditionally used to mark any exclamation, which would usually include expressions such as "Oh" or "Wow," but punctuation is applied less rigidly nowadays so that it is often a matter of style whether or not an author chooses to use an exclamation-mark after any exclamation.