All of Arthur Miller's "Elements of Tragedy" are in place in Bolt's A Man for All Seasons, with only the concept of the tragic hero giving us some trouble. You could argue that More is not a tragic hero because he lacks a tragic flaw, but you can counter that in two ways. First, you could say that More's flaw is his faith in earthly law. He truly believes that, because he has not broken any laws, he is safe. He fails to anticipate that the King, through Cromwell, will merely bend the law to the state's purpose; of course, this is somewhat academic, as Sir Thomas wasn't going to change his mind anyway - even though his life hung in the balance. Still, in the strictest sense, we can say, as Norfolk did, that More held his life in his own hands throughout, and, because he could've saved himself at any time, he did, in fact, make a decision leading to his own demise. Or, we might well concede that More simply had no choice - which doesn't negate a reading of the play as a tragedy. A tragic hero, given a choice, tends to make the choice that leads to his own demise, but we may still call a story a tragedy when the hero is placed in a no-win situation. In such a story, as in Bolt's play, Miller's "tragic feeling" is aroused in the audience as we watch one of history's best men give up his life rather than his beliefs. We, the audience, are left with "the sad sense of what might have been" as we observe More facing his inevitible death with integrity, dignity, and truth.
If you think the play's evidence suggests that Sir Thomas More falls because he violates the limits of his humanity--that his vow of silence encroaches on the realm of the divine and that as a result, divine necessity restores the world to order with his death, then the play would be a tragedy and as a tragic hero, Sir Thomas would be a damned soul. But I don't think the play means to convey Sir Thomas as a damned soul--what do you think?