What is the theme of "Lament" by Edna St. Vincent Millay?

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The theme of "Lament" is that grief can be experienced in a frozen way and buried under trivia and cliches, such as that "life goes on" after a person dies.

The speaker has apparently just lost her husband. Her tone is almost emotionless, as if she is shell-shocked by the news. She seems to only be able to deal with the death on the level of practicalities, divvying up trivial items that belonged to her husband among her children in a listless way. One child, Dan, will get the father's pennies to save, while a daughter, Anne, who must be a baby, will get his keys to make a noise with.

By focusing on these details, the mother avoids coping with the large implications of her husband's death. She tells her children:

Life must go on,
And the dead be forgotten
She repeats the cliche of "life must go on" as if trying to convince herself of its truth. She occupies herself with the trivia of her children's day, telling her children to eat their breakfast and take their medicine.
Her lament breaks through in the following lines:
Life must go on,
Though good men die
And in the last lines, her denial and her grief come together:
Life must go on;
I forget just why.
By the last line, she seems to be beginning to drop her facade of coping as the grief and bitterness begin to break through.
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"Lament," by Edna St. Vincent Millay, seems to be the address of a mother to her children, discussing the recent death of their father.

The mother gives two seemingly contradictory pieces of advice to the children about how to cope with the death of their father.

The first piece of advice is to hold on to little items that will help them remember their father:

From his old coats
I'll make you little jackets;
I'll make you little trousers
From his old pants.
There'll be in his pockets
Things he used to put there,
Keys and pennies
Covered with tobacco;
Dan shall have the pennies
To save in his bank;
Anne shall have the keys
To make a pretty noise with.

On the other hand, the mother advises the children that "Life must go on, / And the dead must be forgotten."

Continuing this vein of advice, the mother urges the children to continue with the mundane details of life:

Anne, eat your breakfast;
Dan, take your medicine...

The poem ends with a statement indicates the mystery of life and death:

Life must go on;
I forget just why.
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