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The Legenda Aurea, a great medieval work containing stories of saints, says the following about the seven O Antiphons:

O Sovereign Wisdom, descending from the mouth of the Most High, come to us and teach us the way of prudence. And inasmuch as it is insufficient for us to be taught, we ask in the second,
O Sovereign Head and Prince of the house of Israel, come and evenbye us by thy power with arms outstretched. But little should it profit us to be taught and again-bought, if yet we are holden in prison, fast-shut up. And therefore we ask to be delivered, saying,
O Root of Jesse, come and deliver us, and tarry not. And what availeth it that prisoners be bought again and delivered, if they are not unbound, and free to go where they will? And therefore we ask that we may be unbound and loosed from all bands of sin, when we cry in the fourth anthem,
O Key of David, that closeth that no man may open, and openest that no man may shut, come to us and deliver the prisoner out of the prison, who sitteth in darkness and shadow of death. For they that have been long in prison and dark places cannot see clearly, but have eyes that are dim. Therefore, after we are delivered from prison, it is needful that our eyes be made clear and our sight illuminated, that we may see where we should go. And therefore we cry in the fifth anthem,
O Orient, the Splendour of the Eternal Light, come and enlighten those that sit in darkness and the shadow of death. And if we were taught, illuminated, unbound, and bought, what should it avail us unless we be saved? And therefore we say the two last anthems,
O thou King of nations, come and save the men whom thou hast formed of the dust of the earth:
O Emmanuel, our King and Lawgiver, our Lord and God, come and save us.
(Found in Vernon Staley, The Liturgical Year: an Explanation of the Origin, History and Significance of the Festival Days and Fasting Days of the English Church, (London, 1907), pages 70-71.)

If you listen closely at Mass over the next few weekdays, you will hear the O Antiphons in the Alleluias before the Gospel is read!