I've always been fascinated by the idea of music written as emotional response to the composer's circumstances, and music written in mourning of others fits into that category.
What are some of your favorite pieces written under that particular circumstance?
Some I can think of off the top of my head include:
Bach's Partita No. 2 for Solo Violin in dm: Ciaccona (referenced by some as a lament for his wife)
Tchaikovsky's 1st Piano Trio
Berg's Violin Concerto
Hindemith's Trauermusik
Schnittke's Second Quartet and Piano Quintet.