Classical

Haydn's Symphony No. 88 (1787), 1st movement.
An example of Classical era melody. The first theme starts at 2:05.

Beethoven's Symphony No. 5 (1808), 1st movement
The Classical era theme gets dark and dramatic.

Romantic: Extreme Emotional States

The love theme from Tchaikovsky's Fantasy Overture to Romeo and Juliet (1869)
A lush, expressive Romantic theme that climbs to a climax.

Frederic Chopin's E minor Prelude for piano (1839)
Another beautifully expressive Romantic melody.

Robert Schumann's "Traumeri" (Dreaming) for piano (1838)
Another gorgeous Romantic tune.

Romantic: Nationalism

Frederic Chopin's Polonaise in A Major, for piano (1838)
A polonaise is a Polish dance.

Franz Liszt's Hungarian Rhapsody No. 2, for piano (1851)
Features folk-like tunes derived from gypsy (Romani) music.

Nicolai Rimsky-Korsakov's Russian Easter Overture (1888)
Tells the story of a Russian Easter Day from dawn to dusk. The themes are based on Orthodox chants.

Romantic: Nature
Felix Mendelssohn's, Symphony No. 4 (1833), 1st movement
Sunny Italy.

Gustav Mahler's Symphony No. 3 (1896), 1st movement
The Austrian Alps.

Beethoven's Symphony No. 6 (1808), 4th movement
A storm.

Edvard Grieg's Peer Gynt Suite No. 1 (1876)
Music written for the play of the same name by Henrik Ibsen. The beginning of the suite represents morning.

Romantic: Macabre, Gothic, and Supernatural

Hector Berlioz's "Dream of a Witch's Sabbath," the 5th movement of Symphonie Fantastique (1830)
The Romantic interest in the literary, gothic, strange, and experimental.

The main theme of Berlioz's Symphonie Fantastique, a musical symbol of the Beloved
This theme gets transformed in the Dream of a Witch's Sabbath

Franz Liszt's Totentanz (1849), "The Dance of the Dead"
Based on a Medieval Gregorian chant, more music to titillate and terrify.

Franz Schubert's "Der Erlkonig" (The Elf King) (1815)
A song setting of a poem by Goethe about a child assaulted by a supernatural being. Here is a translation of the lyrics.