A sad poem or song, especially remembering someone who has died or something in the past is called -

Elegy (noun)

English Meaning: A sad poem or song, especially remembering someone who has died or something in the past.
Bangla Meaning: (plural elegies) শোকগাঁথা।

Synonyms: Funeral poem (দাফন কবিতা), Funeral song (অন্ত্যেষ্টিক্রিয়া গান), Dirge (অন্ত্যেষ্টিক্রিয়ার সময় গাওয়া শোকসংগীত), Death song (মৃতের জন্য শোকগীতি), Requiem (মৃত ব্যক্তির জন্য প্রার্থনা সংগীত)।
Antonyms: Encomium (উচ্চ প্রশংসা), Paean (বিজয়সংগীত), Eulogy (উচ্চপ্রশংসাসমৃদ্ধ রচনা) Hymn (স্তুতি গান), Prose (গদ্য)।

Other Forms:
- Elegist (Noun).
- Elegiac (Adverb).

Example Sentence:
1. She wrote an elegy for my closest one.
2. Many famous Poets wrote elegies for their beloved friends who passed away.

Source: Website Lecture.