An elegy is a lament for what has been lost. It is written out of love, with an intent to honor and memorialize that which is loved. To have an elegiac view of the world may involve mourning, but it is a mourning intertwined with love and a desire to preserve.
W. B. Yeats's poem "Ephemera" comes to mind. Although "Ephemera" is about a doomed romantic relationship, I like to think that its final two lines have a broader scope:
Before us lies eternity; our souls
Are love, and a continual farewell.
W. B. Yeats, Crossways (1889).
Thom Gunn wrote that, when reading the poems of Thomas Hardy, he had a "feeling of contact with an honest man who will never lie to me." Thom Gunn, "Hardy and the Ballads," The Occasions of Poetry: Essays in Criticism and Autobiography (1982), page 105.
I feel the same way when I read any poem by Edward Thomas.
How At Once
How at once should I know,
When stretched in the harvest blue
I saw the swift's black bow,
That I would not have that view
Until next May
Again it is due?
The same year after year --
But with the swift alone.
With other things I but fear
That they will be over and done
And I only see
Them to know them gone.
Edna Longley (editor), Edward Thomas: The Annotated Collected Poems (Bloodaxe Books 2008).
Thomas wrote the poem in August of 1916. He would never again see the swifts return in May: he died at the Battle of Arras on April 9, 1917.