The odd item is "No coffin, no grave".
The other three options are titles of famous poems written by renowned poets: "Elegy written in a country churchyard" is a poem by Thomas Gray, "Ulysses" is a poem by Alfred, Lord Tennyson, and "Ode to the West Wind" is a poem by Percy Bysshe Shelley.
In contrast, "No coffin, no grave" is not the title of any well-known poem or literary work. It appears to be a phrase that could be part of a sentence or a title, but it is not a recognized title or reference in literature. Therefore, it is the odd item out.