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I thought calling to somebody "Lady" (ex.Lady, you dropped your key! orHow are you doing, lady?) sounds polite, but some dictionary says "used when talking directly to a woman you do not know, when you are angry with her" in American English. (from Longman Dictionary) Is this description in a dictionary always true, or does it just depend on situations?

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    It depends on the situation. In a warning -- lady, look out! -- or your first example, it is fine. the situation is urgent, the speaker does not have time to phrase a sentence of equisite refinement. Ma'am would be much better in your second example. – ab2 Aug 11 '17 at 2:11
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    The "Lady, you dropped your key!" usage is perfectly appropriate in a situation where some urgency is needed, such as a crowded sidewalk with the woman walking away rapidly. If you are facing the person and already have their attention then using "Lady" would generally be considered impolite, however. – Hot Licks Aug 11 '17 at 3:07
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    If the choice is between saying "Hey, lady, you dropped your key," and not saying anything, I hope you choose to say something. And I expect the lady in question would perfectly happy with the form of address in this case. "How are you doing, lady" is much more questionable — I would recommend you use Miss or Ma'm instead in that case. – Peter Shor Aug 11 '17 at 12:26
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I agree with the Wikipedia entry on this in regards to its usage as a form of address:

... in polite English usage "lady" has for centuries only normally been a "term of address" in the plural, which is also the case for "gentleman." The singular vocative use was once common but has become mostly confined to poetry. In some dialects it may still be used to address an unknown woman in a brusque manner, often in an imperative or interrogatory context, analogous to "mister" for an unknown male: e.g., "Hey, lady, you aren't allowed in here!"

So, "ladies," plural, is polite, but "lady," singular, is not, at least not as a form of address. It may be angry or interrogatory in some situations, but it is often simply brusque. "Ma'am" or to a lesser extent "Miss" should be used instead.

Note that "form of address" above means in the second person. There is a big difference between talking to a lady and saying "Lady, what are you doing here?" and talking about a lady, as in "she is a little old lady" or "my lady friend." Interestingly, the connotation completely changes when using "lady" as a descriptor instead of as a form of address, and in these cases it is a polite term meaning something akin to 'classy and well-regarded,' referencing its history as a title among nobility.

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    "Lady" is never polite? What about 60 years ago when Cole Porter wrote the song: The lady is a tramp which is an oxymoron. – Mari-Lou A Aug 11 '17 at 6:20
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    I know it's tempting to say "never" and "always" where grammar and rules of conduct are concerned, but language doesn't work like that. If I talk about "a dear lady" or "a little old lady" (a typical description for an elderly woman) am I being rude? – Mari-Lou A Aug 11 '17 at 6:41
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    @Mari-Lou A There's a big difference between 'Hey, Lady!' and 'the lady wearing a blue top' etc; the answerer points out the 'she is a lady' accolade. – Edwin Ashworth Aug 11 '17 at 8:44
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    @EdwinAshworth the user says "lady", used as a form of address, is never polite, I wouldn't go as far as that. "This is my lady friend" is perfectly fine to me albeit rather old fashioned – Mari-Lou A Aug 11 '17 at 8:54
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    @Mari-Lou A But you wrote 'What about 60 years ago when Cole Porter wrote the song: The lady is a tramp'. This is not the vocative usage. Neither are your second and third examples. OP made it clear that he was referring only to the vocative ('form/term of address') usage. In line with the actual question. – Edwin Ashworth Aug 11 '17 at 13:02
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It depends on the way a character is saying it. The phrase "Hey, lady!" wouldn't sound rude at all if paired with a speaker tag or sentence at the end/beginning to clarify. For example: "Hey, lady!" he shouted into the alleyway, trailing behind some few paces away to see if she needed any help.

Something or other, besides, I'm like fourteen so I hope this wasn't too err bad?

Hope this helps.

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