Gustav Mahler is sometimes called the last of the Romantic composers. One of Mahler's most loved works is his first symphony. The BBC offers Mahler's first for free download on the website, and they do a fantastic job of giving program notes as well. I'm not going to try and do better than the BBC. If you would like to learn more about and hear, go here.

(I would recommend the second and third movements, if you don't want to hear the whole thing. The second has a very cool dance rhythm, and the third is based the folk song "Frere Jacques.")