As P_I mentions, "Bog" is the Russian for "God". Besides its use in A Clockwork Orange, English-speaking science fiction fans may recall it from Heinlein's The Moon is a Harsh Mistress, wherein it was Manuel Garcia O'Kelly Davis's favorite swear word.

In Russian, "Bog" is not pronounced like the English word "bog". The closest English pronounciation would be somewhere between boke and bock.

Compare also "Bojemoi".