The connotations might not be exactly the same, but
'Oh God',
or to a slightly lesser extent, 'Oh my God/oh my goodness'
seem pretty close, if said with the right intonation, especially in the United States. I recall news reporters and bystanders repeatedly saying both phrases as they observed the second plane fly into the twin towers, and the Wikipedia timeline offers several uses of such phrases in extremely dire situations, by people witnessing death and people who have realised they are probably going to die.
Note that perhaps unlike 'ashes on my head', this phrase can be used in a range of other contexts, for example with sarcasm or exasperation.