An elegy is a poem of reflection or lament for the dead, and is not to be confused with eulogy, which is typically a speech given in praise of someone (not necessarily dead either).
Henry Vaughan wrote a lot of poems. The following four are all elegies.
"Friends Departed" is a poem that explores the speaker's pain at being left alone after his friends have died.
"An Elegy" is a obviously an elegy poem.
In 1647 Henry Vaughan and his wife moved to the country. While there he wrote a collection of poems called "Olor Iscanus." Within that collection are two more elegies.
"An Elegy on the Death of Mr. R. W., Slain in the late Unfortunate Differences at Routon Heath, near Chester, 1645" and "An Elegy on the Death of Mr. R. Hall, Slain at Pontefract, 1648" are elegies written about friends of Henry Vaughan.