Clue: Record in old collection has soldiers' lament (7)
Answer: DEPLORE
Explanation: Definition: lament
 EP(abbrev. for "extended play", a form of music recording formerly, as opposed to the single or the longplay) **contained in**(in) **anagram of**(… collection) OLD **plus**(has) RE(abbrev. for the Royal Engineers, a unit of soldiers in the British military).
Defn: …/to express extreme disappointment or disapproval about something.