In a 1988 paper "The Lie algebras $gl(\lambda)$ and cohomologies of Lie algebras of differential operators", Feigin defined the analytic continuation of $sl(n)$ algebras (over $\mathbb{C}$) to real $n$. He started by considering a universal enveloping algebra of $sl_2$ which he factor by an ideal generated by $\Delta-const$ where $\Delta$ is the Casimir. The result is an infinite-dimensional Lie algebra $gl(\lambda)$, and quotienting it further by 1 gets $sl(\lambda)$. For integer $\lambda$ this algebra has an ideal factoring by which one gets $sl(n)$. Feigin's paper is terse; a more detailed discussion can be found in [Post and Van den Hijligenberg] (http://doc.utwente.nl/79817/1/Post96gl.pdf).

I was wondering if a similar construction is possible for other classical Lie algebras. E.g. what is the analytic continuation of $so(n)$?