In 2009 I preached a series of sermons on the Lord's prayer. Unfortunately, part 1 was either not recorded, or that recording was lost. For the first part of the Lord's prayer (and for the rest of it as well, for that matter) you can read St. John Chrysostom's homily. You can also read a series of homilies by St. Cyril of Alexandria.
Here are the next 4 parts which were recorded:
The Lord’s Prayer Part 2: “Thy will be done in earth, as it is in Heaven.”
The Lord’s Prayer Part 3: “Give us this day our daily bread.”
The Lord’s Prayer Part 4: “And forgive us our debts, as we forgive our debtors.”
The Lord’s Prayer Part 5: “And lead us not into temptation, but deliver us from evil: For thine is the kingdom, and the power, and the glory, for ever. Amen.”
Fr. Apostolos Hill also preached a series on the Lord's Prayer:
Part 1: "Our Father Who art in the Heavens, hallowed by Thy Name."
Part 2: "Thy Kingdom come, Thy will be done, on earth as it is in Heaven. Give us this day our daily bread."
Part 3: and forgive us our debts, as we forgive our debtors; and lead us not intotemptation, but deliver us from the evil one.