[Nemonymous]

I was amazed how you covered the ground - Scriabin, Richard Strauss < Four Last Songs, Death and Transfiguration >, Mahler, Schoenberg, Penderecki, Berg, < I love Webern > , Sibelius...

Just off the top of my head, some others that may not be overtly morbid but for me they are morbid:
Much of Schubert, Winnterreise, Piano Sonatas...
Universe Symphony by Charles Ives
Some Rachmaninov like Isle of the Dead.
Beethoven's Late String quartets
As I said before, Warlock's Curlew
Britten - Death in Venice, Tenor, Horn and Strings, Turn Of the Screw
Stockhausen, Boulez, Barraques, Michael Finnissy, Schnittke, Arvo Part

Wagner - Parsifal

This type of music has in common the ability to change the rhythm of the mind. Making the inside of the head feel sometimes like a sumptuous cathedral, sometimes like a foundry of noise. Essentially Godless, but spiritual nevertheless.

I'll be back when others have left their footprints on this thread.