Classical music directly related to historical events

[Daimonion]

Do you know any classical music which is directly related to some historical events?

Two examples I can give, just for the beginning, are:
(1) Symphony no. 7 by Shostakovich (and a historical event is obviously the siege of Leningrad) and
(2) Nocturne op. 20 by Chopin (the last musical piece played (by Szpilman) in Polish radio in September 1939 - few moments afterwards the power station was destroyed by bombing and there was no radio transmission any more).

[Archaic Torso of Apollo]

Beethoven: Wellington's Victory, obviously.

Your second example isn't about the music itself, but the circumstances in which it was played.

[listener]

all those dedicated cantatas by BACH, lots of Requiems (not a subject usually approached recreationally),
IVES: Orchestral set no.2 - sinking of the Titanic
SAINT-SAËNS op.117 Coronation March for the Coronation of Edward VII  (and ELGAR)

[Dax]

The Ives piece related to the sinking of the Lusitania. It's rather odd, perhaps, that there is no Ives piece relating to the Titanic.

[listener]

Correction accepted with thanks, at least I remembered Ives and a boat (or ship), and it wasn't on the Housatonic.
Gives me a chance to add BERLIOZ: Chant des chemins de fer, written to celebrate the arrival of the first train in Lille in 1846.

[Todd]

There are a number of World War II related pieces.  Bohuslav Martinu's Memorial to Lidice, Bright Sheng's Nanking!, Nanking!, and DSCH's 13th (Babi Yar) all come immediately to mind.

[Coopmv]

I think you would find many more such cases for the baroque era.  Handel Coronation Anthems were clearly composed and performed for the coronation of the English King George II IIRC.  JS Bach probably had a few works that fall into this category, as did Henry Purcell.  William Byrd and Thomas Tallis probably had their shares as well ...

[Archaic Torso of Apollo]

The Ives piece related to the sinking of the Lusitania. It's rather odd, perhaps, that there is no Ives piece relating to the Titanic.

But there is by Gavin Bryars: The Sinking of the Titanic

[kishnevi]

Beethoven: Wellington's Victory, obviously.

Your second example isn't about the music itself, but the circumstances in which it was played.

Speaking of Beethoven: 
Der glorrieche Augenblick, Op. 136  "The Glorious Moment"
premiered at a special concert full of royalty in town for the Congress of Vienna,  which also included the Seventh Symphony and a repeat performance of Wellington's Victory.   

The text is a celebration of the defeat of Napoleon and probably sounds better if you don't know German 

Which proves that Ludwig could be a glorious hack when he wanted.   The only recording I know of was released last year by Naxos, with the Royal Philharmonic led by Hilary Davan Wetton,  coupled with a most unhacklike performance of the Choral Fantasy.

From the other end of Beethoven's career,  there are two cantatas written while he was still in Bonn,  connected to the death of one Holy Roman Emperor and the election of his successor, and which may not have ever been performed in his lifetime.  There is at least one recording of them on Hyperion.

[Lisztianwagner]

Arnold Schoenberg's A Survivor from Warsaw comes to my mind.

[Opus106]

SAINT-SAËNS op.117 Coronation March for the Coronation of Edward VII  (and ELGAR)

The Crown of India, by Elgar, for the coronation of George V

Sinfonia Eroica ? ? ?

[North Star]

Sibelius: Finlandia
A recurrent joke within Finland at this time was the renaming of Finlandia at various musical concerts so as to avoid Russian censorship. Titles under which the piece masqueraded were numerous, a famously flippant example being Happy Feelings at the awakening of Finnish Spring.

It wasn't meant to be sung. It was written for an orchestra. But if the world wants to sing it, what can one do about it.

In 1937 Sibelius arranged it for a male choir to baritone, and a fellow free mason, Wäinö Sola's words. In 1940, V.A. Koskenniemi wrote the lyrics now used, and this version was also approved by Sibelius. In 1948 Sibelius arranged the piece to a mixed choir.

Ravel:
Le tombeau de Couperin is a suite for solo piano by Maurice Ravel, composed between 1914 and 1917, in six movements based on those of a traditional Baroque suite. Each movement is dedicated to the memory of a friend of the composer (or in one case, two brothers) who had died fighting in World War I. Ravel also produced an orchestral version of the work in 1919, although this omitted two of the original movements.
Despite the devastation Ravel felt both after the death of his mother in 1917 and of his friends in the First World War, Le tombeau de Couperin retains a light-hearted flavour. When criticised for composing a light-hearted, and sometimes reflective work rather than a sombre one, for such a sombre topic, Ravel replied: "The dead are sad enough, in their eternal silence."

[DaveF]

William Byrd and Thomas Tallis probably had their shares as well ...

To be sure - Byrd's song Why do I use my paper, ink and pen sets the first two verses of a long poem about the martyrdom of St Edmund Campion/the execution for treason of that notorious papist Edmund Campion (depending on which side of the sectarian fence you stand) in 1581.  Of course, the first two verses are completely innocuous, but any Roman Catholic singing them would have got the message.