The Collaborative International Dictionary of English v.0.48:

Elegy \El"e*gy\, n.; pl. Elegies. [L. elegia, Gr. ?, fem.
   sing. (cf. ?, prop., neut. pl. of ? a distich in elegiac
   verse), fr. ? elegiac, fr. ? a song of mourning.]
   A mournful or plaintive poem; a funereal song; a poem of
   lamentation. --Shak.
   [1913 Webster]