1. In the playground lay the dying soldiers.

2. In the playground he lay.

3. In the playground lay this.

4. In the playground this lay.

(#1 and #2 are right? What about #3 and #4? Which one is grammatical, #3 or #4?)

I'd use all except 3 ... well, unless there were a noun following "this" in 3. (In the playground lay this dog.)