Lamentation directed by Simon Moselsio, other directors unknown.
Four silent short films that were added to the Film Registry as a single entry:
Heretic (1931) IMDb, YouTube
Frontier (1936) IMDb
Lamentation (1943) IMDb, YouTube
Appalachian Spring (1944) IMDb, YouTube: Part 1, Part 2, Part3, Part 4
Criterion released a DVD called Martha Graham: Dance on Film. This disc does not contain the four films listed above, though it does include a clip from the 1944 Appalachian Spring. The four films listed above have not been released on home video, but three of them can be seen at the above links on YouTube.