Recently I have heard people criticize the venerable phrase "woe is me" without, I suspect, really understanding its origins and logic. I have heard that there is even a grammar guide entitled "Woe is I." I hope the author of the book intends the title of something of a joke, because to "correct" the phrase to "I" reflects an understanding of the English language but not of its roots in older languages, such as Greek, Latin, and German.
Many native speakers of English have an exaggerated horror of the word "me," no doubt because they have been corrected so many times by their mothers for saying something like "Me and Joey are going out to play" ('No, Joey and I are going out to play) and they are afraid that they will sound unintelligent if they say "me" when they should say "I." As adults they "overcorrect" by incorrectly using "I" where "me" is called for, for instance "Joey gave the book to Mary and I" (hint - if you can't tell, try taking away the other person and see if you would still say "I"). I hear this mistake on NPR all the time.
But back to Greek and German. English is descended from languages that have cases, but it only has vestigial remnants of case markers. The distinction between "I" and "me" is one of these. In languages that use cases, the word that means "I" is used for the nominative case, and there are other forms for the other cases. In Latin, me covers all of the latter; German has mich and mir, which are both cognate with the English "me." In all three of these languages there is a construction known as the "dative of possession." It is very common in Greek and also is used in Latin and in German (see p.3). Instead of using a preposition, you use a case-inflected form of the pronoun. In effect, instead of saying, "I have X," you say "There is [to] me X." In English this construction only survives in antiquated phrases, like "woe is me."
So the point of the phrase is not to use "is" as a linking verb to identify "woe" with the speaker. The proper "translation" would not be "I am woe" but "I have woe." But that would be prosaic.

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