The play Faust by Goethe is subtitled a tragedy. There's nothing in the play like Romeo and Juliet. So why would it be subtitled a tragedy? Well I don't know who or why they call it a tragedy, but I know why I would call it a tragedy. Some things in the play are very tragic: for example the mocking of religion (lines 290-295) the pregnancy of the girl, the loss of faith (line 388) the intelligent Faust losing hope (line 381) and though we didn't read this, the fact that Faust goes to Heaven after all he died (the very end of the play)
Throughout this play religion is constantly mocked. The Devil and God are pretty buddy buddy. I mean they make bets, they have casual conversation (lines 275-302) They are just kind of friends. I am not the most religious person, but I know that the Devil and God are not friends. They do not talk, make bets, or hang out together. An obvious mocking right there. Also it seems that the powerful Devil is not powerful at all. He is repeatedly outsmarted by a mere mortal (line 2715) and has many limitation. If you grow up going to church and being taught religion you are under the impression that the Devil is so powerful, always tempting us mortals and finally buying our souls. God and the Devil are made fun of by showing how much little power they have. God over the Devil and the devil over mortals.
The girl, Grethen, getting pregnant is a tragedy for the simple fact that she and Faust are in love and would probably be in love for ever and ever had it not been for the Devil. Faust loves this girl and would love to be with her forever, but the Devil says that Faust can sleep with any girl without staying with her. So the Devil convinces Faust to tarnish this innocent girl. He sleeps with her getting her pregnant and thus sending her to jail (it is a crime back then for a woman to get pregnant without being married) Faust knows that the women he loves is in jail, possibly forever and he wants to help, but the Devil convinces him otherwise.
Faust's loss of faith is another issue in this play that I feel was a tragedy.