There was a wonderful article on Slate this week (with YouTube links) entitled "Famous Classical Composers: The Last Piece They Wrote Before They Died." It's not just the usual suspects (Bach, Mozart, etc.), but also Schubert (Der Winterreise), Brahms and Schoenberg. The link (as above) is: http://www.slate.com/articles/arts/music_box/2011/11/famous_classical_composers_the_last_piece_they_wrote_before_they_died_.html
The Mozart is disappointing. It's the Neville Marriner Requiem (sooo sloow), and does not include the last movement Mozart wrote (I believe), which is the Lacrimosa. And if that does not send shivers up your spine, nothing ever will.