The Collaborative International Dictionary of English v.0.48:

Tragedy \Trag"e*dy\, n.; pl. Tragedies. [OE. tragedie, OF.
   tragedie, F. trag['e]die, L. tragoedia, Gr. ?, fr. ? a tragic
   poet and singer, originally, a goat singer; ? a goat (perhaps
   akin to ? to gnaw, nibble, eat, and E. trout) + ? to sing;
   from the oldest tragedies being exhibited when a goat was
   sacrificed, or because a goat was the prize, or because the
   actors were clothed in goatskins. See Ode.]
   [1913 Webster]
   1. A dramatic poem, composed in elevated style, representing
      a signal action performed by some person or persons, and
      having a fatal issue; that species of drama which
      represents the sad or terrible phases of character and
      life.
      [1913 Webster]

            Tragedy is to say a certain storie,
            As olde bookes maken us memorie,
            Of him that stood in great prosperitee
            And is yfallen out of high degree
            Into misery and endeth wretchedly.    --Chaucer.
      [1913 Webster]

            All our tragedies are of kings and princes. --Jer.
                                                  Taylor.
      [1913 Webster]

            tragedy is poetry in its deepest earnest; comedy is
            poetry in unlimited jest.             --Coleridge.
      [1913 Webster]

   2. A fatal and mournful event; any event in which human lives
      are lost by human violence, more especially by
      unauthorized violence.
      [1913 Webster] Tragic

The Collaborative International Dictionary of English v.0.48:

Drama \Dra"ma\ (dr[aum]"m[.a] or dr[=a]"m[.a]; 277), n. [L.
   drama, Gr. dra^ma, fr. dra^n to do, act; cf. Lith. daryti.]
   1. A composition, in prose or poetry, accommodated to action,
      and intended to exhibit a picture of human life, or to
      depict a series of grave or humorous actions of more than
      ordinary interest, tending toward some striking result. It
      is commonly designed to be spoken and represented by
      actors on the stage.
      [1913 Webster]

            A divine pastoral drama in the Song of Solomon.
                                                  --Milton.
      [1913 Webster]

   2. A series of real events invested with a dramatic unity and
      interest. "The drama of war." --Thackeray.
      [1913 Webster]

            Westward the course of empire takes its way;
            The four first acts already past,
            A fifth shall close the drama with the day;
            Time's noblest offspring is the last. --Berkeley.
      [1913 Webster]

            The drama and contrivances of God's providence.
                                                  --Sharp.
      [1913 Webster]

   3. Dramatic composition and the literature pertaining to or
      illustrating it; dramatic literature.
      [1913 Webster]

   Note: The principal species of the drama are tragedy and
         comedy; inferior species are tragi-comedy,
         melodrama, operas, burlettas, and farces.
         [1913 Webster]

   The romantic drama, the kind of drama whose aim is to
      present a tale or history in scenes, and whose plays (like
      those of Shakespeare, Marlowe, and others) are stories
      told in dialogue by actors on the stage. --J. A. Symonds.
      Dramatic

WordNet (r) 3.0 (2006):

tragedy
    n 1: an event resulting in great loss and misfortune; "the whole
         city was affected by the irremediable calamity"; "the
         earthquake was a disaster" [syn: calamity, catastrophe,
         disaster, tragedy, cataclysm]
    2: drama in which the protagonist is overcome by some superior
       force or circumstance; excites terror or pity [ant: comedy]

Moby Thesaurus II by Grady Ward, 1.0:

45 Moby Thesaurus words for "tragedy":
   Aeschylean tragedy, Euripidean tragedy, Greek tragedy, Melpomene,
   Renaissance tragedy, Senecan tragedy, Sophoclean tragedy, accident,
   adversity, blow, buskin, calamity, casualty, cataclysm,
   catastrophe, collision, contretemps, cothurnus, crack-up, crash,
   curse, disaster, dole, domestic tragedy, grief, ill hap, lot,
   misadventure, mischance, misfortune, mishap, nasty blow, pileup,
   revenge tragedy, romantic tragedy, shipwreck, shock, smash,
   smashup, staggering blow, tragic drama, tragic flaw, tragic muse,
   unluckiness, wreck