https://open.spotify.com/track/7nDGa4MR1hN366JOjpNFac?si=1edef531042747cc
https://open.spotify.com/track/79oUqXftmpxYvLx66ASUlg?si=b63540a6767f4d6d
Wagner's Ring Cycle is a good place to start. I can't be the only one imagining dwarves forging weapons for gods and fetters for monsters, or a mystic castle carved within a hazy mountainside.
 
https://open.spotify.com/track/4SVLb2si2kW1A3F6D4vlDb?si=40b7cfb847ca4c86
Another Prokofiev piece, based on a fictional soldier and his rises through the ranks during the reign of Emperor Paul I of Russia. A little more 'modern' than other examples, but this movement in particular has a very wistful tone to it.
 
https://open.spotify.com/track/2k1ATFZ0v8JyCvmapjb8uH?si=a13d6f2406e7462a
Rimsky-Korsakov's Scheherazade suite brings to mind the fairy-tale wonders of the Arabian Nights. 
 
https://open.spotify.com/track/5OVMZdkNWcAEqQW2op4VEH?si=37cdbb3d5a53464f
Williams's Fantasia on Greensleeves invokes an otherworldly, pastoral land. This recording of it is simply stupendous!
https://open.spotify.com/track/1norz7dVDhlJkmFXuZ1ROO?si=3098b5847e684d7b
https://open.spotify.com/track/2XbitWFsPjZyxQ8FiAtpFV?si=d03997cb0f964887
Prokofiev appears once more! His Overture on Hebrew Themes is, like many of his works, equally mystifying as it is playful and enthusiastic. And 'The Quarrel' from his On the Dneiper Suite makes me think about a elegant kingdom and its people, hidden under the pall of the night.
 
https://open.spotify.com/track/30cbbpUZYaRV8VfgG7FSUy?si=b27695c727eb4549
Speaking of 'pastoral', who cannot forget about Beethoven's sixth symphony?
https://open.spotify.com/track/331LxQ58sih1ZWlM4sikff?si=8d7b10fba91d48b2
Bax's The Garden of Fand evokes the mysteries of the island garden of Lady Fand, who, in Irish mythology, is the daughter of Manannan, god of the ocean.
https://open.spotify.com/track/791Ota2UE9GRMOXS1Q3Sze?si=e030538551ac4af3
Swans were symbols of death and the underworld in Finland, and the English horn in this song is supposed to represent the swan's mournful song. Fun fact, this was going to be in a rejected sequel to Fantasia.
https://open.spotify.com/track/4i9D5KVDdM09hW2s9lajQT?si=f15f0648b4a24324
https://open.spotify.com/track/6UypYkbRE19DAazyRjXPsJ?si=d40642091c754c67
These pieces in particular make me think I'm wandering through the halls of Hogwarts late at night.
https://open.spotify.com/track/1li5uDduwFLRfDmS8BE1kJ?si=5e06105c83f64274
To me the last movement in Saint-Saens's Symphony No. 3 makes me think about the perfect Disney fairytale ending - the princess is rescued, the dragon is slain, the realm is saved, and a grand wedding is now underway, courtesy of fairies and cutesie little animals.
 
https://open.spotify.com/track/5n7zNAjueG8XciM4J7wjq1?si=07a7fbdae3ba4bd2
Glass's Seventh Symphony is probably in my opinion very underappreciated. The second movement, "Hikuri" ('Sacred Root') has a very epic and ritualistic feel to it.
 
Now let's go to the more 'obscure' composers:
 
https://open.spotify.com/track/3NgiBUR90scpVMn1EgYyZB?si=861a81a872d24c88
Skalkottass's collection of ballet sketches, "The Sea", is about the different aspects of the ocean. This piece is about an account of Alexander the Great descending into the sea's depths in a bathyscaphe. 
 
https://open.spotify.com/track/19B2jfwtwQGl8fXO8iU8ja?si=cac8e1d701f64ff7
Third movement from Garrop's Mythology Symphony - very pleasant and mysterious at first, until it descends into utter chaos, just like the Sirens themselves.
https://open.spotify.com/track/1xfyBNUoDr7qvE1AWKrvba?si=317d97d64a0a449a
The first movement in Bliss's Colour Symphony, Purple, makes me think not of the color but the Shire. Speaking of which . . .
 
https://open.spotify.com/track/4IouhzUoqlARScEYdCiglH?si=1e4a6977fb214335
de Meji has written two symphonies inspired by important characters and events The Lord of the Rings. This is one of my favorite movements - wouldn't sound too out of place in Bakshi's film!
 
https://open.spotify.com/track/4SLLXEASpLNyib5m1v1DJC?si=ff3e99ef21de47be
Rangstrom's first movement in his divertimento elegiaco has that special, wistful and mystic Tristain and Isolde feel to it.