It is common Jewish practice to restrict the use of the names of God to a liturgical context. In casual conversation some Jews, even when not speaking Hebrew, will call God HaShem (השם), which is Hebrew for “the Name” (Leviticus 24:11 and Deuteronomy 28:58). Likewise, when quoting from the Tanakh or prayers, some pious Jews will replace Adonai with HaShem. For example, when making audio recordings of prayer services, HaShem will generally be substituted for Adonai.
A popular expression containing this phrase is Baruch HaShem, meaning “Thank God” (literally, “Blessed be the Name”).