Forgive any thread-strand reiterations that might occlude the piquancy of my list. Some of the pieces enumerated below have been recommended by others, no doubt. No matter. You've asked me to demarcate emotional/aesthetic quicksand -- the very stuff I've slumped through for a lifetime.
Since you like sombre chamber, string and full orchestral music, slake your saturnine thirsts with these:
Mahler, 9th Symphony
Mahler, 10th Symphony
Berg, Violin Concerto
Berg, Piano Sonata
Berg, Lyric Suite
Berg, Lulu Suite
Shostakovich, 8th Symphony
Shostakovich, 8th String Quartet,
15th String Quartet
Sibelius, 4th Symphony and nothing else
Schoenberg, Pelleas und Melisande
Schoenberg, Variations for Orchestra
Penderecki, Threnody for the Victims of Hiroshima
Henry Purcell: Dirges and Funeral Music
Webern: Everything
Luigi Nono, no hay caminos (in memoriam to Tarkovsky -- someone once called this piece "a nightmare slowed down")
Schnittke, 8th Symphony
Bartok, Music for Strings, Percussion and Celeste
Bartok, Concerto for Orchestra, central movement (all late Bartok is written in what he called "arch form")
Roger Sessions, 2nd String Quartet
Bach, Prelude and Fugue No. 24 in b minor, Das Wöhltemperierte Klavier, Vol. 1
Mozart, Adagio and Fugue for Strings
Artur Honegger, Symphony No. 5 (Di tri re)
With vocals or a capella:
Mahler: Kindertotenlieder (Songs on the Death of Children)
Mahler: Ruckertlieder (Last Songs on Ruckert)
Shostakovich: 14th Symphony (his setting of songs about death)
Richard Strauss: Die Frau Ohne Schatten (The Woman without a Shadow)
Schoenberg: Erwartung
Penderecki: The Devils of Loudin
Schnittke: 2nd Symphony
Schnittke: Psalms of Repentance
Samuel Barber: "Dover Beach"
Samuel Barber: Hermit Songs (especially "The Crucifixion")
Schumann: Dichterliebe (it might sound cheerful in places until you fathom how wrenchingly mad and isolated he really felt)
Britten: "Let us sleep now. . . " (from the War Requiem)
Hans Werner Henze: "Being Beauteous" and "Whispers from the Heavenly Death"
Josquin: Deploration de la mort de l'Ockeghem (Deploration on the Death of Ockeghem)
Ockeghem: Requiem Mass (with parts for two extremely low voices)
Berg: Wozzeck
Arne Nordheim: Aftonland
Bach: "Ich hatte viel bekummernis" -- especially the movement in which Christ's tears are represented by jagged descending chromatic lines
Stravinsky: 2nd movement from the Symphony of Psalms (perhaps too objective (but not "humanist," as someone called him above -- Stravinsky was for the most part a neo-classical composer, and the Psalms are both neo-medieval and neo-baroque -- Stravinsky once said, "Music doesn't have the power to express anything" because he was annoyed by Romanticism, which is also why he occasionally removed all violins from the orchestra; it is also why neo-classicist Paul Hindemith once wrote a string quartet which began with the expressive marking, "with little feeling"))
Chromatic descending bass lines (think of "Gloomy Sunday," sung by Billie Holiday):
Purcell: "When I am Laid in Earth" (from Dido and Anaeus)
(Bach: Passacaglia and Fugue in c minor -- a commonly known piece, but fits in this category)
Monteverdi: "Lasciate mi morire"
Bach: Crucifixus (from the Mass in b minor)
Gesualdo: "Moro lasso" (see also "the one who made me murders me")
For those who have not heard Christine Schäfer sprechstimme ("speak-sing") Schoenberg, I recommend her recording of Pierrot Lunaire on DGG, which also contains the utterly stratospheric and discorporate "Herzgewächse." If you don't mind a bit of subjective directorial underscoring, I also recommend the Arthaus DVD of Schäfer singing both Pierrot Lunaire and the Dichterliebe.