Just got off the phone with a collector who has a large weapons collection. He indictes the O beneath the serial number is a letter O, not a zero, and he believes it was a batch number. He has seen other letters used, so maybe Colt used batch numbers for part of their production. He has also seen the numbers 1 & 2, and surmises that is an indication of a gun initially made as part of a matched pair probably sold as a cased set. To his knowledge, no guns were marked with the number 0, and there were none marked as seconds.

Serial 141009 would have been produced in March of 1863. As Stan mentions, a very few of the 215,000 Colt Navies were sold to the Federals. Those known serial numbers are in the production of 1857, which was serials 65000 to 85000. I have seen several Colt Navies with USN stamped on the butt.