Fun (?) Fact: It appears that the only state in which female Justices are still referred to as “Madame Justice” is Pennsylvania, or so a Westlaw search suggests.
For a while in the late 1980s, federal district judge William G. Young in the District of Massachusetts referred to “Madame Justice O’Connor,” but that seems to have stopped. This may have been influenced by Massachusetts state court practice of the time, in which “Mme. Justice” was sometimes used to refer to state Justices. Until the late 1980s, New York courts sometimes did the same, as did a few other courts until roughly the same time.