I just finished PoA (I know, how will I get through GoF, OotP,
and HBP in 20-some days? Eek.) and I found a few "Oh, Harry"'s myself.
Now this has probably been brought up, but:
QUOTE(Page 227 @ US Paperback)
"And it hit-- it hit-- oh, Harry-- it hit the Whomping Willow."
(Bolding mine)
QUOTE(Page 268 @ US Paperback)
[snip] "...Black did a terrible, terrible thing, but d-- don't put yourself in danger, it's what Black wants... Oh, Harry..." [snip]
Bolding mine.
QUOTE(280 @ US Paperback)
"Oh, Harry!" Who sent you that?"
Bolding mine, italisizing not mine.
And I think that's it, unless I missed some-- I did find some lovely moments when Hermione grabs Harry's arm (she does that quite a bit

), but that's a different topic.
Mady