The editorial page in this morning’s Baltimore Sun quotes a line of “The Star-Spangled Banner” thus: “Oh say does that star-spangled banner yet wave.” But Francis Scott Key wrote “O say.”
Oh is an exclamation by which a number of emotional reactions—surprise, disappointment, anger, excitement—can be expressed. O is used in direct address, as in a prayer.* “The Star-Spangled Banner,” in addressing the listener, uses the latter form.
To keep the distinction in mind, think how “O God” differs from “Oh God”:
“O God, give me strength to endure these minor frustrations calmly.”
“Oh God, I’ve locked my keys in the car again.”
*In Baltimore, of course, the O’s has quite a different sense.