1) Sleeping Beauty by Peter Ilyich Tchaikovsky
Tchaikovsky's ballet setting of Sleeping Beauty is the definition of classic: beautiful, dream-like, and perfect. The waltz and other selections in the ballet are recognizable because the Disney film borrowed the tunes and set words to them for their 1959 animated film adaptation.
2) Scheherazade by Nikolai Rimsky-Korsakov
Rimsky-Korsakov tells Scheherazade's 1001 Nights through music. You can hear the domineering Sultan in the low, menacing opening theme, then Scheherazade can be heard in the virtuosic, playful violin solo that follows. These themes recur throughout the piece as the frame narrative as other stories are told in the different movements, like The Sea and Sinbad's Ship, The Kalendar Prince, and The Young Prince and the Young Princess. The very last movement brings in elements of all the other movements. The ending tonality of both character's themes represents the happy conclusion to their story.
3) The Firebird Suite - Igor Stravinsky
I've always like The Firebird Suite and even though I've studied the harmony and structure of the piece, I didn't know it tells the story of a Russian fairy tale. The legendary firebird helps Prince Ivan through the perils of a magical realm ruled by Kaschei the Immortal. Of course there is also a love story with a princess and it all ends happily ever after. I love that this Youtube video has a running commentary on what is happening in the story during the piece. The piece is more modern because Stravinsky plays with unconventional tonalities and chromaticisms along with his trademark bombastic rhythms.
4) The Erlking by Franz Schubert
The Erlking is a Goethe poem set to expressive and illustrative music. The Erlking or Alder King is an elf king who preys on children from Danish and German folklore, although apparently his daughter is usually the antagonist and it's been changed here. The story starts with a frantic father trying to get his sick, feverish son to a doctor. The son sees progressively more frightening visions of the Erlking and describes them for his father, who tries to reassure him. The musical setting is amazing. The opening piano part sets the scene of frantic speed and hoofbeats as the pair travel through the night. The son's descriptions of the Erlking rise in key as his fever worsens and his hallucinations become more severe. The Erlking is entreating and nice at first, but rapidly becomes threatening, always starting in the same key. The son's final cry is in the Erlking's key, followed by the funereal and sparse ending phrase. It's my favorite of his lieds and a wonderful setting to a sad but awesome poem.