I mean Tragedy in the sense of not an Epic or a Comedy.  Tragedies tend to be meditations on death, loss and suffering but without any final redemption, whereas Epics, though they touch on the same subjects, end with the protagonist learning an essential truth, becoming stronger for it, and experiencing some form of redemption.
Forgive me if I’m offering you a pre-sucked egg here.

Tragedies can be difficult to sit through and, forgive me for saying this, often seem to be taking themselves far more seriously than necessary.  To quote an esteemed colleague, movies that are hard-going for hard-going’s sake just seem to defeat the purpose…much the same [as] “earnest” movies.
Bill Murray, as one example, has an amazing knack for taking serious, “earnest”, complex roles and injecting both humanity and humour, allowing the viewer to watch and enjoy (because let’s be plain here, we’re not talking about documentaries, we’re talking about work that is designed, marketed and consumed primarily as entertainment) the movie, but which also serves the process of the art much better in that it communicates the human experience involved, adds extra levels of communication between actors and audience and forms connections, bonds, between actors and audience granting those unspoken dimensions a presence onscreen.

As another example I think Deer Hunter was more in the “hard-going for the sake of it” camp, although perhaps it was intended/received as a necessary catharsis for Americans from the Vietnam era, ‘cos heaven knows such a thing was necessary given what the vets experienced both in service and on their return home.

This is in stark contrast with another war movie, Apocalypse Now, which is one of my favourite movies (especially the 45 min longer Redux cut), and, y’know, it barely seems like a war movie at all to me.  I’m a bit of a Joseph Conrad fan, and I really really like the exploration & exposition of personality that his storytelling deals with, and I think Coppola reflected this brilliantly.  The war aspect was just a distracting device through which to explore the otherness of white guys going crackers in the jungle (amongst slightly more weighty topics ;> ).
Better than Romancing the Stone, anyway.

But here, if you fancy some luscious cinematography, find a Russian movie called The Return.  so good.  Also an Epic.  Or its successor, The Banishment, a Tragedy.