All in the valley of Death (line 3)
We've mentioned this before, but in a poem without a lot of religious imagery, this is a major Biblical reference. Psalm 23 contains the famous line: "Yea though I walk through the valley of the shadow of Death, I shall fear no evil." We don't know how much that means, and we don't think this is a particularly religious poem, but we do think this adds another layer, and mixes just a little bit of hope into the scary image of this valley.
Theirs but to do and die. (line 15)
The "doing" part is brave and exciting, all the charging and the slashing. The dying part strikes us as just sad. Under all the heroism and the thrill of battle, we think there's a mournful note in this poem. Finally, this is about the slaughter of young men, who were full of hope and loyalty and strength. No matter how you feel about war, it's hard not to feel sad about that. Even though Tennyson doesn't rub our faces in the idea of death right here, it's obviously a major theme.
Then they rode back, but not Not the six hundred. (lines 41-2)
They didn't all die, and we never actually learn how many soldiers were killed, but Tennyson does let us know that not all six hundred men make it back. There's a kind of sad and silent subtraction that goes on in this poem. We don't see the bodies, or count the dead, but we know that they have disappeared. The "valley of Death" took its toll on the Light Brigade.