Yeah, we've definitely got sound games in this one. The one we see the most of is probably alliteration, which is the repetition of consonant sounds at the beginning of words. The first line has a good example of double Fs:
After great pain, a formal feeling comes – (1)
We also can't help but notice that the first line slaps us with some assonance, which is a repetition of vowel sounds within words. Can you spot it?
Yup, "great pain" repeats the long A sound (1). It's interesting how Emily sets up the two things she's contrasting—a traumatic shock, and the numbness that follows—with these sound-y poetic devices. To us, the repetition of the long A sound gives the reader a feeling of openness of emotion. Your mouth has to be more open to say it, right? Then we have to press our lips tight for those double Fs, which gives us a sense of closed-off emotions.
The next three lines are shot though with the consonance of repeated S sounds within words. Read it out loud, and you'll hear it:
The Nerves sit ceremonious, like Tombs –
The stiff Heart questions 'was it He, that bore,'
And 'Yesterday, or Centuries before'? (2-4)
All these s's give the rest of the quatrain a hissing sound that in our minds makes the whole thing just a wee bit sinister. This totally helps set an ominous tone that we need when we're talking about pain.
The sound-y devices are a bit more erratic in stanza 2. We've got some alliteration with
"A Wooden way" (6)
And then some alliteration mixed with consonance here:
Of Ground, or Air, or Ought –
Regardless grown, (7-8)
Then the last line and the first line are connected with another alliteration/consonance cocktail:
The Feet, mechanical, go round
[...]
A Quartz contentment, like a stone – (5, 9)
This somewhat willy-nilly soundscape works great to capture the confused emotions and that the disjointed images of this stanza gives us. It also jibes perfectly with imperfect meter of the stanza (more on that in "Form and Meter").
In the final quatrain, we do have some more consonance; every line has at least one word with an L sound:
This is the Hour of Lead –
Remembered, if outlived,
As Freezing persons, recollect the Snow –
First – Chill – then Stupor – then the letting go – (10-13)
On the whole, though, Emily lightens up on the sonic devices here. In a way, it feels like she lets the poem breathe a little more. It doesn't feel as tight sound-wise, which helps to let us feel the freezing people's gradual relaxation into death. Wow, thanks, Emily; that's just what we wanted to feel right now.