I also love the Norman Four Last Songs.
One more suggestion: Cantaloube “Songs of the Auverne.”
Lieder anyone?
This niche within classical music, largely leaves my cold a defect in my character I'm sure. I suppose it reached a sort of peak in 19th century Germany, becoming an important part of Schubert's output for example.
But and it's a big but, there is Mahler and Richard Straus, two of my favourite 20th century composers anyway. They both produced achingly beautiful, melancholic song cycles and I never tire of listening to them. If you want to explore them, then anything by Janet Baker or Elizabeth Scwarzkopf are just perfect for Mahler and Leontine Price's 4 Last Songs for Strauss. You can't go wrong with them.
David