Definition of My Lord:
(n) :
(UK) Used in direct address to peers of the realm, usually now excluding dukes and the Lords Spiritual.
(n) :
(UK) Used in direct address to bishops, particularly Anglican ones.
(n) :
(UK) Used in direct address to the Lord Mayors of certain important cities, including London and Canterbury.
(n) :
(UK, India) Used in direct address to certain judges, particularly High Court Judges and above.