This occurs in the the Bible, Old Testament in Job 10:15 in the form 'woe unto me'.
Job is one of the oldest books in the Old Testament, which dates from about 1200BC, making the phrase in the original language 3,200 years old.
The first occurrence of it in English would have been Wycliffe's Bible translation in 1382.
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. The Bible has several instances of the 'woe is me' version of the phrase:
Psalms 120:5. Woe is me, that I sojourn in Mesech, that I dwell in the tents of Kedar!
Isaiah 6:5. Then said I, Woe is me! for I am undone; because I am a man of unclean lips, and I dwell in the midst of a people of unclean lips: for mine eyes have seen the King, the LORD of hosts.
Jeremiah 4:31. For I have heard a voice as of a woman in travail, and the anguish as of her that bringeth forth her first child, the voice of the daughter of Zion, that bewaileth herself, that spreadeth her hands, saying, Woe is me now! for my soul is wearied because of murderers.
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