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Othello is one of Shakespeare's great tragedies. It was first performed for King James I, in 1604.
What elements of the play define it as a tragedy?
A tragedy has a number of parts, the hubris, the tragic flow, hamartia and nemesis. Othello, as a character of noble blood, seems to fit all these... In the early parts of the play, he is in an elated position, the 'noble Moor', and is well aware of his importance (hubris). His tragic flaw, however, brought out by the villain Iago, is his naivity of life outside the battlefield.
Due to Iago's manipulation, and his own trusting nature, he is brought to his hamartia (a moment from which there can be no return), the murder of Desdemona and from there on, he falls into nemesis, until he eventually kills himself.
One variation on tragedy is, however, that the villain survives. Iago has a certain power in the last few lines, in that it is his choice to never speak again, rather than that his tongue is never stopped. We'll never discover the why of Iago's actions, though for various interpretations, see his character profile.
In the end, though, as will all good tragedies, there is a sense of catharsis (emotional cleansing), pathos (sympathy) and of apocalyse... when Lodovico will this "heavy matter with heavy heart relate" there is a sense that things will never be the same again.