I am going to mention 3 works I did not see above that I think have to be on this list. First, the Shostakovich piano quintet and his piano trio number 2. I would also add the Prokofiev Concerto #3. A couple more pieces that I would not necessarily call great works, but works that I perceive to be under appreciated. Those would be the Copland piano concerto, and Symphony no. 3 by Rued Langaard (you either like Langaard or you don't).
I'd love to see @devilboy, @schubert, @frogman, and @learsfool weigh in on this thread. Especially with respect to hidden gems that beg for more play time.