Examples:

     
O mankind, worship your Lord, who created you and those before you, that you may become righteous   يَا أَيُّهَا النَّاسُ اعْبُدُوا رَبَّكُمُ الَّذِي خَلَقَكُمْ وَالَّذِينَ مِن قَبْلِكُمْ لَعَلَّكُمْ تَتَّقُونَ
     
[He] who made for you the earth a bed [spread out] and the sky a ceiling and sent down from the sky, rain and brought forth thereby fruits as provision for you. So do not attribute to Allah equals while you know [that there is nothing similar to Him].   الَّذِي جَعَلَ لَكُمُ الْأَرْضَ فِرَاشًا وَالسَّمَاءَ بِنَاءً وَأَنزَلَ مِنَ السَّمَاءِ مَاءً فَأَخْرَجَ بِهِ مِنَ الثَّمَرَاتِ رِزْقًا لَّكُمْ فَلَا تَجْعَلُوا لِلَّهِ أَندَادًا وَأَنتُمْ تَعْلَمُونَ
     
And if you are in doubt about what We have sent down upon Our Servant [Mohammad], then produce a surah the like thereof and call upon your witnesses other than Allah, if you should be truthful.   وَإِن كُنتُمْ فِي رَيْبٍ مِّمَّا نَزَّلْنَا عَلَى عَبْدِنَا فَأْتُوا بِسُورَةٍ مِّن مِّثْلِهِ وَادْعُوا شُهَدَاءَكُم مِّن دُونِ اللَّهِ إِن كُنتُمْ صَادِقِينَ
     
But if you do not - and you will never be able to - then fear the fire, whose fuel is men and stones, prepared for the disbelievers.   فَإِن لَّمْ تَفْعَلُوا وَلَن تَفْعَلُوا فَاتَّقُوا النَّارَ الَّتِي وَقُودُهَا النَّاسُ وَالْحِجَارَةُ أُعِدَّتْ لِلْكَافِرِينَ

 Sorat Al-Baqara (The Cow chapter) : 24 << 21 :  سورة البقرة  

  

     
Lord of the heavens and the earth and whatever is between them - so worship Him and have patience for His worship. Do you know of any similarity to Him?   رَّبُّ السَّمَاوَاتِ وَالْأَرْضِ وَمَا بَيْنَهُمَا فَاعْبُدْهُ وَاصْطَبِرْ لِعِبَادَتِهِ هَلْ تَعْلَمُ لَهُ سَمِيًّا

 Sorat Maryam (Mary chapter) : 65 :  سورة مريم  

      

     
Say, "Is it other than Allah I should desire as a lord while He is the Lord of all things? And every soul earns not [blame] except against itself, and no bearer of burdens will bear the burden of another. Then to your Lord is your return, and He will inform you concerning that over which you used to differ."   قُلْ أَغَيْرَ اللَّهِ أَبْغِي رَبًّا وَهُوَ رَبُّ كُلِّ شَيْءٍ وَلَا تَكْسِبُ كُلُّ نَفْسٍ إِلَّا عَلَيْهَا وَلَا تَزِرُ وَازِرَةٌ وِزْرَ أُخْرَى ثُمَّ إِلَى رَبِّكُم مَّرْجِعُكُمْ فَيُنَبِّئُكُم بِمَا كُنتُمْ فِيهِ تَخْتَلِفُونَ

 Sorat (The Cattles chapter) : 164 : سورة الأنعام  

 

We note that even the way in which Allah unfolds His truths to us is uniquely ingenious:    

  • When He addresses His repentants, They call them "believers" using His holy name: "Allah";
  • When He addresses His unrepentant, and so as not to impact them even by the designation, He includes them in "mankind" using "Lord".

"Lord" (Ar-Rab:الرَّبُ) comes from the verb to educate in Arabic. As a good education requires a rigor and a constructive firmness, Allah adds His mercy to reassure us so that we are receptive to His recommendations from which we are beneficiaries. 
It is because He is "Lord of the worlds", that He is "The Entirely Merciful, The Especially Merciful".