"Oh my God" or "Oh God in Heaven" are both used as exclamation of surprise.
According one of the entries in Urban Dictionary, "Oh my God" is "One of the most empty headed and grossly overused cliche terms in history. It's a phrase used way too much by dull ignoramuses and lunkheaded dummies who have very limited vocabularies and don't know any other terms to express surprise, amusement, wonder, outrage or other emotions. Too much use of this term can make one look like a big time dumbbutt. On Internet blogs and in writing it's often shortened to the abbreviation "OMG". OMG is also overused tremendously". :P
Other similar expressions:
- Holy shit!
- What the hell / heck!
- Wtf!
- Oh snap!
- Oh my!
- Gosh!
- Good grief!
- Jesus Shitting Christ!
- No shit!/No way!