O nomenclature (from the IAU and from unofficial sources)

Italics indicate farside features.

IAU nomenclature:
O'Day
Oberth
Oblivionis, Lacus
Obruchev
Odii, Lacus
Oenopides
Oersted
Ohm
Oken
Olbers
Olcott
Old Nameless (Apollo-14 site)
Olivier
Omar Khayyam
Onizuka
Opelt
Opelt, Rimae
Oppel, Dorsum
Oppenheimer-/
Oppolzer
Oppolzer A (very near the point at 0°North/ 0°East)
Oppolzer, Rima
Oresme-/
Orientale, Mare (Basin)
Orlov
Orontius
Osama
Osiris
Osman
Ostwald-/
Owen, Dorsum
Unofficial nomenclature:
O'Kell (Atlas E)
O'Neill (+730/ +260)
O'Neill's Bridge
Object A (Mare Ingenii)
Ocariz (IAU: Julius Caesar)
Occidentalior, Insula (location unknown)
Offset (Apollo-15 site)
Olbers, Rimae (on the floor of Olbers)
Olblatt (Hansen B) (Wilkins's Lower)
Olcott, Catena
Old Deep (Apollo-14 site)
Old North (Apollo-14 site)
Olivium, Promontorium (discontinued name?)
Olympus, Mons (IAU: Hipparchus)
Oncoming hills (Luna 21 / Lunokhod 2 site) (in Le Monnier)
Opelt G, Rimae (small cluster of rilles ESE Opelt G)
Ophiusa, Insula (IAU: Montes Teneriffe Delta, etc.)
Oppenheimer, Rimae (on the floor of Oppenheimer)
Opticus, Sinus (IAU: Sinus Amoris)
Oriani* (discontinued name)
Orient, Paludes (NW edge of Oceanus Procellarum)
Orientale Dark Mantle Ring Deposit (aka Mare Pacificus)
Orientale Secondary chains
Orientalior, Insula (location unknown)
Orientalis, Sinus (IAU: probably north of Mare Humorum)
Orientalis, Sinus (western end of Mare Frigoris)
Origanus (Darney Tau and Chi)
Oris (see Brisbane, Brisbane Z) (and description below list)
Orus (Petavius B)
Orville (Orville Wright) (Apollo-15 site)
Os (Apollo-15 site)
O.Schmidt (see Schmidt)
Ossolinski (IAU: Sirsalis A) (Wilkins's Bertaud)
Osymandies (IAU: Mercurius)
Outer Hevelius Formation
Outhouse Rock (Apollo-16 site)
Owl, The (Aristarchus/Herodotus/Vallis Schroteri)
Oxensterni (IAU: Snellius)