Q:

Is 'lord' capitalized after a possessive pronoun?

Is 'lord' capitalized after a possessive pronoun?
Example: 
O our lord! / O our Lord!

A:

In general, if you are directly addressing someone by his or her title, it is capitalized --in this case I would capitalize the entire phrase "Our Lord", since it's being used to directly address the subject (references: 1 2 3).  You would also capitalize if the title was being used as a proper name, or if it was attached directly to a proper name (i.e. "Be merciful, Lord Jesus").
Complicating things a bit is the fact that many religious people capitalize references to God even in the case that they wouldn't usually be capitalized, as in "we bless His holy name" or even "we bless His Holy Name."   This is done as an extra gesture of respect, but is not considered to align with standard English usage.
In this case, however, both approaches agree on capitalization.

