I have several other pieces of music (besides the Penderecki) with the title 'Threnody' in my taped music collection:

Aaron Copland: Threnody I (Igor Stravinsky, in memoriam)/Threnody II (Beatrice Cunningham, in memoriam)

Peter Sculthorpe: Threnody (for cello) (elegy for Stuart Challender) [Australian conductor who died of AIDS about 10 years ago]

Takashi Yoshimatsu: Threnody to Toki (for piano & orch)