Final answer:
The collection of Wordsworth's poems about his love for an unidentified lady and the theme of her death is called 'The Lucy Poems'.
Step-by-step explanation:
The collection of William Wordsworth's poems that deals with his love for an unidentified 'she' and often addresses the theme of the lady's death is known as 'The Lucy Poems'. These poems by Wordsworth express deep emotion and the essence of Romanticism, reflecting on topics like nature, love, and loss. 'The Lucy Poems' do not directly mention the lady's name, Lucy, but critics and scholars have attributed this name to the mysterious figure central to these poems, which are characterized by a sense of longing and elegiac sentiment.