In my opinion, the answer is Henry Purcell. His notable Baroque opera "Dido and Aeneas" is centred around the grief and suicide of Queen Dido of Carthage, after her lover, Aeneas, leaves her. Within this opera, the most famous aria is Dido's lament "When I am laid in earth", which is an epitome of grief of a noble lover who can't go on with living without her beloved. His other famous works include Funeral Sentences and Music for the Funeral of Queen Mary, both of which depict anguish because of the inevitability of death.
