William Wordsworth was the poet who most exemplified the Romantic movement in America, and his poem "Lucy Gray" contains many elements of Romanticism, both in style and in content.
The most notable element of Romanticism in this poem is Wordsworth's use of sensory imagery; he uses four of them in particular in this poem. Taste imagery is represented in his description of the young Lucy Gray:
--The sweetest thing that ever grew
Beside a human door!
Later he says she has a "sweet face" and then that we
may see sweet Lucy Gray
Upon the lonesome wild.
The poet's consistent use of "sweet" to describe the girl is a clear reference to taste, though it also suggests touch and smell.
Touch is also clearly presented in this poem. Though we have some rough wood and the wooden bridge, the falling and fallen snow (which is both cold and wet) is the primary touch imagery.
Sound imagery is also prevalent in this short poem. Most are literal sounds; however, the first line ("Oft I had heard of Lucy Gray") only suggests storytelling, the sound of a human voice relating a tragic tale. More literal sound is found in nature; it is the "stormy night," the reason the young girl leaves her house. Though it is a snowstorm, there is the sound of the wind and the snow in a time of disturbance. Most of the other sound imagery is man-made in some fashion: the minster-clock striking two, Lucy's father working, and of course the human cries as her parents search for her and then realize she is gone:
The wretched parents all that night
Went shouting far and wide;...
They wept--and, turning homeward, cried....
Finally, we have the sound of a "new" Lucy, as she
...sings a solitary song
That whistles in the wind.
Sight imagery is the most obvious, as we have the light of a lantern, the whiteness of the snow, the footprints on the bridge, and more. Clearly Wordsworth wanted us to experience this narrative with all of our senses, indicative of the Romantics.
This poem is also consistent with the themes of Romanticism, primarily the idea that it is futile for man to fight against Nature, as Nature is preeminent. Here a young girl happily ventures from her home and family to do a kind deed; however, she is met with the mighty force of Nature and, equipped only with her small, man-made, light, she succumbs to it. Ironically, while it is the forces of Nature which defeat her, the specific place of her defeat is man-made.
When her parents trace her footprints, they discover that the prints end at the bridge, a man-made structure designed to thwart Nature's intended landscape. Lucy Gray did not just inadvertently walk into a river, she was disoriented in her harsh surrounding and met a rather violent death as she walked off the bridge. This depiction of man's helplessness in the face of Nature is a quintessential aspect of the Romantic thinking.
There is also a Gothic element to this narrative poem, as a little, innocent girl is tragically killed in the course of doing a loving and kind thing for someone she loves, which is turn causes more grief to those she intended to help. It is a kind of grotesque, tragic circle of irony, not an uncommon Romantic element.
Finally, the last picture we have of "sweet Lucy Gray" is one of joy and contentment; however, that is only because she has now, through her death, become one with Nature. This, too, is one of the primary themes of the Romantic movement in literature.