If someone around me says “Thank God!” or “Please God” then I will give them the benefit of the doubt and interpret it as prayer. As someone said above, crying out “Oh God!” while frightened or in a dangerous situation is also a prayer.
When someone says “Oh my God!” Or “For Christ’s Sake” or just “God” then I say “Sit nomen Domini benedictum” which means “blessed is the name of the Lord.” Usually I say it under my breath, because I’m not doing it to correct others, I don’t want to push my faith into people’s faces all the time, and it’s not for them; it’s an apology to God for we who take His name so callously. Oftentimes people catch me whispering as we talk though and finally just ask me, so I explain what I’m doing, so it’s brought up anyway, and usually they try and stop after that.