The very last scene in the epic Ring cycle of operas by Richard Wagner (1813-1883) is the Immolation. Divine heroine Brünnhilde rides her horse Grane onto the funeral pyre of her beloved warrior Siegfried. Her fiery suicide spreads the flames wide and sets light to Valhalla, home of the corrupted gods, a grand act of destruction that clears the way for a new Age of Man. It is possibly one of the most grandiose and dramatic moments in all of musical theatre (as well it should be after 15 hours of build up). It is also more or less unstageable.
Listen on Spotify (you'll catch a number of key Wagnerian motifs reprised, including the famous one from The Ride of the Valkyries).
It is said that this piece of music was the last played by the Berlin Philharmonic before their evacuation from their shattered city at the end of World War II.