Now that's a huge topic. I assume there are dozens, if not a hundred, academic treatises on the subject. Can I really add much? Probably not. But I'll see if I can boil down my thoughts to just a few paragraphs. There are a few specific things I want to get in there by the end of the post to justify it.
I think almost all classical tragedy has the protagonist driven by a fatal flaw, typically pride/hubris, that sets the events in motion. There is a sense of inevitability hanging over the play, and of course for most audiences, particularly Greek ones, they would have known the outcome would be a sad one. Typically, they would even know the ending.* There may be a few false turns here and there and passages that showed the protagonist trying to escape fate, but largely the tone was the same. Aside from the chorus, there often are only a relatively few characters, since the focus is on one person and his (or more rarely her) fate. Of all the Greek plays that I can recall, Medea is probably the most frustrating, as it does not seem inevitable that she must carry through her revenge against Jason.
Now I am not sure where the break really comes from, as European drama that emerged from the Middle Ages was almost entirely restricted to mystery plays and other religious pageants (and for that matter I am not really sure when Greek drama was reintroduced into Northern Europe). But let's move to Shakespeare. He was certainly aware of at least the outlines of Greek mythology (as we see from A Midsummer's Night's Dream) and he bought into the idea of the tragic flaw in most of his major tragedies. But he also had plays that are more properly simply called dramas where people, even kings, just are swept up in plots and betrayals, and their deaths don't seem to be specific to their internal flaws.
For that matter, while Romeo and Juliet is certainly tragic, is it a classical tragedy in the sense that the outcome was inevitable? Romeo is a bit impetuous (as well as being hot-headed), but it is more a matter of bad timing and bad luck than anything stamped into his character that brings about the ending. Of the tragedies that I can recall, Othello and Lear feel the most inevitable and the closest to a true Greek tragedy (while I still think there is too much contingency that conspires against Othello, it really isn't that hard to undermine his self-confidence and thus his faith in Desdemona and her love for him, so his downfall does seem a bit inevitable, even if brought about by another). The others have a lot more twists and turns where it is a combination of character and bad luck that bring about their downfall. This is arguable of course. Some would argue that due to Macbeth's ambition, the outcome was inevitable. I think that fitting Hamlet into the standard Greek mode is by far the hardest.
At any rate, what is definitely different about Shakespeare (and some of his artistic forebears) is the introduction of a number of side plots and tonal shifts. At least some playwrights (and movie directors) feel that breaking up the tone and introducing comic elements then makes the tragic aspects (and ending) more compelling. The best of all is when the audience doesn't feel that the ending is inevitable, but that when it comes it "fits" and makes logical sense with what has come before, but it still doesn't feel preordained. Again, it is mostly a matter of taste, and some prefer the more stripped down and direct Greek tragedy. Going the Shakespearean route does mean introducing more characters and generally longer plays.
Most contemporary drama seems to be coming out of the Shakespearean vein, and indeed, generally is more dramatic than purely tragic (with the tragic flaw and inevitability of it all). But there have always been those that revert to more of a classical Greek approach.
Of the major U.S. dramatic playwrights, I would group Arthur Miller with Shakespeare (with All My Sons being the most classically tragic but still not particularly Greek), while Tennessee Williams really does take more of a Greek approach in a lot of his plays, although it is true that they don't all end in death (unless one counts a spiritual death). The ones that are the most Greek (to me) are Sweet Bird of Youth and, obviously, Orpheus Descending.
Eugene O'Neill is a bit of a hybrid, I would generally contend that as he matured, his plays did take on more of Greek flavour. The Emperor Jones really does seem to have Greek roots (though Greek filtered through Othello). Desire Under the Elms, Mourning Becomes Electra and Long Day's Journey Into Night seem the most Greek, particularly with the restriction of characters in Long Day's Journey to only the most essential. The Iceman Cometh has aspects of the Greek tragedy, including the horrifying reveal, but O'Neill does tweak it a bit, trying to withhold catharsis from the other characters, as well as the audience. I do like how the barflies are partly realized characters and partly Greek chorus.
I wish I had more time to go into this in depth, but I'll have to wrap it up (my daughter is bugging me to get onto the computer). After O'Neill, Lanford Wilson seems to come fairly close to a Greek tragedy in at least some of his works, though perhaps coming through O'Neill first. Balm in Gilead seems more than a little influenced by The Iceman Cometh, though I wonder if the ending doesn't violate the rules of Greek tragedy by not stemming from a tragic flaw, but rather just being part of the general violence of New York City in the 1960s.
Sarah Ruhl has occasionally taken on Greek myths. Sometimes it is more of a name-checking, but sometimes it is a more in-depth update of the Greek approach to drama. Certainly the most notable one is Eurydice, where we follow Eurydice through the underworld. This play isn't really motivated by the hero's tragic flaw -- it is more of an investigation of the aftermath of Greek gods playing their games and to some extent it is giving a bit of voice to those victims who are almost an afterthought in most Greek (and contemporary) tragedy. However, Ruhl does revert back to basics in introducing a chorus of three talking rocks. So that was kind of cool.
Margaret Atwood's The Penelopiad is a feminist take on the handmaids who were killed when Odysseus returned from his epic journey. The legends are hazy on whether this was just a misunderstanding and Penelope couldn't stop Odysseus in time or whether she did in fact view them as being as pernicious as the suitors. (She certainly didn't mind the suitors being bumped off.) Atwood plays with a few alternatives including that it was just easier keeping Telemachus on board by keeping him in the dark about her actually engaging the maids to distract the suitors. Needless to say, the maids wonder what happened to female solidarity...
Finally, I think Enda Walsh's Penelope is also a quite interesting exploration of Penelope being left behind. However, it is almost a running joke that Penelope has no voice (while the suitors completely fill he stage with endless dialogue) and certainly she isn't viewed as being the clever, active agent of the myth. (There is no shroud to speak of, although this is often staged with Penelope as a distant figure (more a symbol of desire than an actual female) and she could certainly be placed behind a weaving or a tapestry.) Really the focus is on 4 remaining suitors, and here we really do feel the inevitably of their demise. In fact, one of the characters relates he had a dream that this was the day that Odysseus would return, and it soon becomes apparent that this is a true vision. The final scene of the play when the barbeque catches fire is quite powerful. So definitely a strange version of a Greek tragedy, but still an interesting and powerful take. I am quite lucky that I was able to see it staged twice. The second time around (one of the few good productions I did see in Vancouver) allowed me to pick up more on the intertwined themes of fate and masculine rivalry. And the language really is pretty amazing. It didn't hurt that both productions were able to pull off a pretty amazing set (the play is set at the bottom of a drained swimming pool where the remaining suitors prepare for their daily attempt to woo Penelope). I would say that this is a play that really grew on me. I would encourage people to seek it out if it does end up playing anywhere near you. As far as I can see the only current production of Penelope is at Rogue Machine Theatre in LA, opening next week in fact (and in rotation with Rajiv Joseph's Gruesome Playground Injuries, which incidentally I should catch at the very beginning of July).
* I suspect the ancient Greeks didn't have the same concerns over spoilers that we do today.
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