My personal favorite is Beethoven's Sonata No. 31 in A flat Major Op. 110. Beethoven put a lot into this piece, the the beautiful and flowing opening theme, the powerful and uplifting second movement, and the soul-crushingly melancholic third movement.
Beethoven could do so much with so little, his melodies were so simple a child could have scribbled them down, yet he was able to write some of the most powerful music ever written.
Great piece by a great composer.
The there is Liszt - Chasse-Neige.
It captures a sense of desperation that anyone who has been in pain can understand. It suggests an image of someone trudging through a blizzard, in agony from the cold, with no hope of ever reaching a warm home, but even within that terrible situation they see small moments of beauty within the whirl of snowflakes - but ultimately they fall and die.
There's something about the fact that it is the last of the Transcendental Etudes, that the pianist has to play when they are most exhausted, and it's one of the most difficult ones, adds to the poignancy, for me anyway.