Samson is a tragedy that is really into the fact that it's a tragedy. It even has a preface called "Of that sort of Dramatic Poem which is call'd Tragedy" just to make sure you're 100% clear about the fact that it's a tragedy.
However, just because it's all excited about being a tragedy doesn't mean its status as tragedy isn't complicated. In fact, we might just quote another tragic figure from Shakespeare's Hamlet, Queen Gertrude, and accuse Milton of "protesting too much." Maybe he's spent so much time talking about tragedy because he's actually a wee bit nervous about this whole tragedy thing.
Why? Well, tragedy originated in the pagan world of the Greeks, so: not Christian. And for Milton, who was devoutly religious, Christianity was a majorly big deal.
So, lots of people have read Samson as a work trying to combine the world of Christianity with the pagan world of tragedy. Does it succeed? Maybe. As we discuss in "Setting," Milton strictly follows tragic conventions to tell a Biblical story.
But we've still got some questions. If Samson is a hero and saves the day by dying, how tragic is this story? Could there be another source of tragedy? Is Samson obviously a hero? Or does the unsatisfactory ending suggest that tragedy and Christianity aren't all that compatible after all?