Several scriptures describe the Day of the Lord as coming 'like a thief in the night' (1 Thessalonians 5:2, 5:4 and 2 Peter 3:10). The 'Day of the Lord' may be taken by some to refer exclusively to the final coming of Christ. This is not necessarily the case. The occurrences of the use of the phrase 'Day of the Lord' in prophetic literature and the events foreseen (in context) are listed in the downloadable version of this essay.
John was in the spirit 'on the Lord's day'. The expression could equally be translated 'on the Day of the Lord'. Such a translation would be in keeping with the theme of judgement evident throughout Revelation. However, the two expressions have very different meanings in scripture. Perhaps there has been some theological selectivity by the translators.
The expression 'The Day of the Lord' is first used in Zephaniah's prophecies. In this context the expression refers exclusively to the Fall of Jerusalem to the Babylonians (BC586). Thereafter in prophetic literature the expression is used to describe similar devastating events which may or may not involve Jerusalem.
Four 'Days of the Lord' are described in Joel: the first is historic (three references to the destruction of the land by locusts - Joel 1), the second is associated with the coming of the Holy Spirit at Pentecost (Joel 2), the third is the Fall of Jerusalem in AD70 (Joel 2) and the last one is yet future (Joel 3).
The feast of Pentecost is a celebration of the giving of the law. Lawlessness (in the face of the giving of the Holy Spirit) implies judgement. Peter's speech on the Day of Pentecost was very condemning of those who killed Jesus. The implication from his quotation from Joel 2 is that judgement would follow if the Holy Spirit was rejected.
In 1 Thessalonians 5:2 it is written that the 'Day of the Lord' would come as a thief in the night. Jerusalem fell at night to the Babylonians (Jeremiah 39:4) and also to the Romans (Josephus, The Wars of the Jews, Book 6, Chapter 1 verse 68). Both invasions started on the same day of the Jewish calendar (the ninth of Av). Both invasions resulted in substantial looting (hence the reference to thieves). The Thessalonians were specifically told that this 'Day of the Lord' would not come as a surprise to them (chapter vs. 4). The expression 'Day of the Lord' in 1 Thessalonians 5:2 therefore refers to the forthcoming Fall of Jerusalem in AD70.
In Peter's second letter, he sees the 'Day of the Lord' as the Fall of Jerusalem. He quotes from Joel 2 as commented upon above. However, Peter and Joel use language which is typical of both the Fall of Jerusalem and the final judgement - this is because the two events have close similarities.
The expression 'Day of the Lord' is not used literally in Matthew 24 but it is described by implication. The Fall of Jerusalem is preceded by a significant number of signs (false prophets, wars, rumours of wars, earthquakes and famines, 'the abomination that causes desolation'). That 'Day of the Lord' was predictable to those believers who had listened to the prophets and knew the 'signs of the times'.
In each of the above 'Days of the Lord', (except the last one) God is not seen by those who are being judged. The final 'Day of the Lord' (Revelation Chapter 1 - sic 'The Lords Day') is the only one where all of the world will see Jesus.
In conclusion, the 'Day of the Lord' is an expression of divine judgement against nations. Most of these days have gone. There is one more 'Day of the Lord' to come and that is the judgement of the nations of the world (Joel 3:15, 2 Peter 3:10, Isaiah 34).
The original 'Day of the Lord' (the Fall of Jerusalem to the Babylonians) did not come as a surprise to those who had listened to Jeremiah, since Jeremiah had spent half his life warning that it was coming. (The same theme is taken up in 1 Thessalonians 5:4 where those Christians who live godly lives will not be surprised when a 'Day of the Lord' comes). The Fall of Jerusalem to the Babylonians and Romans was seen ahead of time and therefore was no surprise to believers.