We derive optimal-work finite time protocols for a colloidal particle in a harmonic well in the general non-Markovian underdamped regime in contact with a single reservoir. Optimal-work protocols with and without measurements of position and velocity are shown to be linear in time. In order to treat the underdamped regime one must address forcing the particle at the start and at the end of a protocol, conditions which dominate the short time behavior of the colloidal particle. We find that for protocols without measurement the least work by an external agent decreases linearly for forced start-stop conditions while those only forced at starting conditions are quadratic (slower) at short times, while both decrease asymptotically to zero for quasistatic processes. When measurements are performed, protocols with start-end forcing are still more efficient at short times but can be overtaken by start-only protocols at a threshold time. Measurement protocols derive work from the reservoir but always below that predicted by Sagawa's generalization of the second law. Velocity measurement protocols are more efficient in deriving work than position measurements.