Q. An editor just changed all of my nervous character’s “Oh, dear” comments to “Oh dear” without the comma. Which is correct?

A. CMOS 6.35 has this to say: “A comma usually follows an exclamatory oh or ah unless it is followed by an exclamation mark (or dash) or forms part of a phrase (e.g., “oh boy,” “ah yes”).” Since your character’s “Oh dears” fall into the exception category (an exclamation or part of a phrase), your editor was right to delete the commas.