The archetypical melancholic composer was Sergej Rachmaninoff. Composing in late romantic style until his death in 1943 he was no modernist ,but evoked the golden era of romanticism. Personal circumstances ,he had to leave Russia for good in 1917 ,suffered severely from depression, influenced his artistry. One of the key interpreters of his music is the legendary Svjatoslav Richter,Russia's foremost pianist.Here is a Prelude from the Opus 32 series,recorded live during a recital in Moscow.
Richter plays Rachmaninoff - YouTube