Given your “location” it will amuse you to know that a Canadian judge one cited a Yale law journal article in a case for the proposition that Yiddish terms were in essence replacing Latin in legal jargon 
See:
http://www.canlii.org///en/on/onsc/doc/1997/1997canlii12263/1997canlii12263.html#_ftnref1
I picked it up somewhere on the internets and now I can’t stop saying it or sometimes “Oy vey maria”.
I picked it up from my mom, who is probably half-jewish, maybe. Now I say it. There’s no real reason for us to say it though. We’re mid-western Catholics. We just do. It works.
I find it useful as an expression of mild frustration or unhappiness so I use it in writing and conversationally. I am Jewish. My parents and grandparents used the word oy a lot.
Oy is almost as useful as meshuganah (Yiddish for crazy).
I’m about as non-jewish a jew as you’re going to find, but yea, I still say oy pretty often. Mom’s fault.
In retaliation, I submit Soy Vay.
Oy, it’s good!
Sorry to nitpick your Yiddish, but “meshuggeneh” does not mean “crazy.” It means “a crazy person.” “Meshugge” means “crazy.”
I was gonna mention that I say that one too. Saw it in Chicago and hasn’t left my brain yet.
FWIW, my stepmother (who is Chinese, from Hong Kong), and her family say “aye yuh” alot, which apprently is Chinese for Oy Vey.
And let’s not forget “meshugais” - “craziness.”
When I lived in Michigan my parents NEVER tired of calling and asking, “so, how’s the Michigan meshugais?” Sigh. The bad puns, they burns us.
I’ve read that Yale law article - I came upon it years ago, before I considered law school. 
You think you got problems? I’d take the Michigan Mishegas over what I had to put up with…
See, my last name is Geller, and my folks repeatedly said that they should have named me “Ganzema.”
Ganzema Geller.
As in “ganze megilla.”
Yeah.
Oy.
p.s. The Michigan Mishpucha would have been funnier. Maybe.
It’s an equally common expression, but with a different flavor. Aiya! is an expression of dismay, either tinged with surprise (sort of a “holy crap” or “d’oh!”, like if you suddenly realized while you’re halfway to work that you left your wallet at home), or dismay and disgust (like seeing your kid obliviously walking around with bloody nose and blood all over their shirt). Or in my case, the last time I truly said it with feeling, I had just smashed a huge spider and left it crumpled in a slightly gooey splotch for about 10 minutes while I finished writing an email. then I got a paper towel to clean it up… and just as I touched it with the towel, it hopped up and ran up my arm. Oh man did I scream, and in Chinese too (which must have meant it was a very primal flashback to childhood for me as I don’t speak Chinese in my own household as an adult). Aiya, hai huo zhe ya?!! Which basically means, loosely translated, Holy batshit, it’s still alive!
“Oy vey”, on the other hand (speaking as a non-Jew but a New Yorker who feels well acquainted with its use), is an expression to convey “I can’t believe this is happening”. The full expression is “Oy vey is mir”, literally, “Oh, woe is me”. It can be used from the unfortunate, like just missing the last bus or train back to the city from Nowheresville and having to wait 6 hours for the next one (or call a very expensive cab), or to the merely exasperating, like looking for a black pen and finding only red ones in the supply closet at work.
“Oy vey” is a terrific way to convey a sense of ironic humor at a misfortune or annoyance, and as such is often used by non-Jews from areas with a lot of Jewish influence, such as New York. “Oy gevalt” though seems to be a bit stronger, I have never heard anybody non-Jewish say it. And “Oy Gott!” is a real jaw-dropper exclamation.
I’m a shikseh, and I use it fairly frequently. Oddly, people on this board use it in conversations with me fairly often. 
Non-Jew from a small town in eastern Montana. I loved both Leo Rosten’s books and Borscht Belt humor.
I say both, “Oy” and “Uff-da.”
My grandmother was a native Yiddish speaker and used them interchangeably so I grew up thinking that way. Her favorite version was meshuggenahkop said quite often to describe my father, her SIL. I think she meant crazy head.
Dyslexic Jews say, “Yo!”
Hmmm…I checked Bubbygram, and it says the following:
That “modifying a noun” thing might account for the discrepancy. And Yiddish is so idiomatic that there are no hard-and-fast rules, anyway. I’d check Leo Rosten, but I don’t actually own a copy of The Joys of Yiddish. (Oy, it’s a shondah!)
“Crazy head” sounds right for meshuggenakop. “Kopf” is “head” in German. And “luchenkup” is “hole in the head.”
My own family uses several words and expressions that are rarely or never found in Yinglish glossaries. Two examples:
–Fututzed/fartootzt–Crazy and mixed up and screwed up. “The database is all fututzed.” “Oy, I’m all fututzed today! I missed the train, I thought I had lost my wallet, I spilled coffee on my blouse…”
–A bissel schvenga–Means a little bit pregnant. Kind of a joke, because you can’t be a little bit pregnant. Either you are or you’re not. And “schvenga” isn’t quite right for “pregnant,” but there you go.
And for anyone who’s interested, Yiddish with Dick and Jane is a riot.
Then there’s the character Oy in The Dark Tower series by King.
THere you go, using my name in vain again.