1: The "Pronomos" vase. Theatrical cast dressed
        as satyrs, with actors around an aulos player with Dionysos and
        Ariadne. Attic red-figured volute krater by the Pronomos
        Painter, 425-375 bce. Museo Archeologico Nazionale, Naples (NM
        81673). Photo Credit: Art Resource, NY.
The "Pronomos" vase, in Naples.
MORE EVIDENCE FOR WHAT IT MIGHT HAVE LOOKED LIKE: a series of images

Aeschylus
:
Persians*
Seven Against Thebes
Suppliants
Agamemnon*
Libation Bearers*
Eumenides*
Prometheus Bound

Sophocles:
Ajax
Electra
Oedipus Tyrannus*
Antigone*
Trachiniae (aka Trachinian Women)
Philoctetes
Oedipus at Colonus*

Euripides:
Cyclops
Alcestis*
Medea
Children of Heracles
Hippolytus*
Andromache
Hecabe
Suppliants
Electra
Heracles
Trojan Women
Iphigenia at Taurus
Ion
Helen
Phoenician Women
Orestes
Bacchae*
Iphigenia at Aulis
Rhesus

Interpreting tragedy:
Aristotle, who has a highly influential view of tragedy (see Poetics and Rhetoric), was a theorist, but is not at all authoritative about tragedy in particular: using Aristotle as a lens thru which to read tragedy is highly distortive. He has his own axes to grind, is highly opinionated, and lived well after the heyday of tragedy. So I won't tell you about Aristotle, but you should know that interpretation of tragedy is very often done with an Aristotelian lens. Also, Aristotle is our source for a great deal of the 'facts' we think we know about the history of tragedy.

Tragedy was an ATHENIAN institution, part and parcel of what it meant to be Athenian, both as an individual and as a group. Tragedy not only reflects what Athenian-ness was, but it also is part of the mechanism which built and maintained Athenian-ness. The problem is like that of the chicken and the egg, but tragedy is only one institution among many that both created and maintained but also reflected and re-presented Athenian-ness. Other institutions were the assembly, its debates and character, the law courts, their cases and character, and a whole slow of other things (building programs, military structure and activity, the Athenian empire, etc.).



But tragedy drew on Greek mythology, which was a pan-hellenic thing (via Homer and the Epic Cycle, the Homeric Hymns, etc.). In turn, tragedy was thus attractive to a pan-hellenic audience, who came from far and wide, and even imported tragedy to themselves from Athens.

Tragedy also built on non-Athenian literary tradition: among others, we know of the canonical 9 great lyric poets:
How it developed historically is debated highly: from chorus's of satyrs, what it had to do with goats (the word 'tragedy' apparently means 'goat-song'), how the institution of 4 plays each on 4 separate days by 4 playwrights came to be, why it is particularly associated with Dionysius (the greatest tragic performance time was the Greater Dionysia Festival), whether Solon's trimeters influenced it, what role Thespis had in creating it, Aeschylus' role in expanding to 3 actors, whether Sophocles or Aeschylus first used painted scenery (and what that consisted of), etc.

It is often called "religious," but it is not ritual: it does not itself do anything in relation to gods or the like. It is not ritual itself. And yet, it is full of religious elements, from bits of ritual to concepts to subject matter. It is part of a religious festival which did do things in relation to gods (e.g, the torchlight procession with the statue of Dionysius, and it itself is a sort of offering to the god Dionysius surely). It is more like the passion plays put on by some Christians to enact stories from the life of Christ: not a central 'religious' act itself, but religious nonetheless.

What we see is a set of individuals and a group: they are depicted as individuals, but just as much as parts of a family (the son, the mother, the father: the house; that the sins of one generation might be punished in the next) and parts of a society (the king, the messenger, the exile: the governance structures and traditions).

Aeschylus is grand and spectacular. Sophocles is smoothe, clear, lucid, but seems hard to pin down as to outlook on life. The dating of his plays is mostly controversial, which makes it hard to speak of any development. He never got lower than 2nd place and won more than Aeschylus or Euripides, we are told. He was elected to some public offices (stragegos, proboulos, ambassador, etc.) and was instrumental in introducing the cult of Asclepius (a healer god) to Athens. Euripides is the most controversial, the most wildly varying, and the most psychologically "real" of the three. He has many detractors and many champions over the ages.