A quick plug for the German Lied tradition, from Schubert's song cycles - Winterreise and Die schone Mullerin - through Schumman's Dichterliebe to Mahler's Kindertotenlieder, possibly the saddest music ever recorded. I like Fischer-Dieskau and Kathleen Ferrier for the Mahler. Also, this by Tom Waits:
https://www.youtube.com/watch?v=1I9GqxDA4ac
Cheers,
John