Lewis & Short

vae, interj. [οὐαί], an exclamation of pain or dread, ah! alas!

        1. (α) Absol.: Mantua, vae, miserae nimium vicina Cremonae, Verg. E. 9, 28; Hor. C. 1, 13, 3: vae verbero! Plaut. Mil. 2, 3, 51.
        2. (β) Very freq. like the Gr. οὐαί and our woe! with dat.: vae misero mihi! Plaut. Am. 2, 2, 94; Ter. Heaut. 2, 3, 9: mihi, id. Eun. 4, 4, 42: illi, Plaut. As. 2, 2, 7: tergo meo, id. Men. 2, 2, 3; cf. id. Capt. 3, 4, 117: capiti atque aetati tuae, id. Rud. 2, 3, 44.
          Esp., in the exclamation ascribed to Brennus: vae victis! intoleranda Romanis vox, Liv. 5, 48, 9; Flor. 1, 13, 17; Fest. p. 372 Müll.; Plaut. Ps. 5, 2, 19; also, as title of a Satire by Varro, v. Non. 82, 17; 156, 13; 492, 8 (Müll. de victis).
        3. (γ) Very rarely with acc.: vae te! woe to you! Plaut. As. 2, 4, 75: scelesta, vae te! Cat. 8, 15: vae me! Sen. Apocol. 4, 3.