European, on play's conclusion, creates lament (5)

I haven't cracked this one yet — but the brilliant team at Fifteensquared have:

E (abbreviation for European) + LEG (on, in cricket terminology = the side of the wicket at which the batter stands) + last letter (conclusion) of [pla] Y . A serious and thoughtful poem, usually (but not always) a lament for the dead.