Kyrie Eleison

Latin for "Lord have mercy". It is used when seeing a grave sin being committed, usually by a person aware of the fact he's sinning. By saying "Kyrie Eleison" you pray simultaneously for the forgiveness of the sinner as well as yourself and any other person who committed a sin.

It is also used in Christian chants named Kyrie (vocative case of Kyrios meaning Lord, so basically "O lord") where it is chanted syllable by syllable, usually: Ky - ri - e-e - lei - son (the Es get somewhat morphed together and pronounced as one syllable).

It is most frequently used in Eastern Christianity, primarily in the Greek Orthodox Church and the Coptic Church.