Great Saxophone Artists and Albums

The saxophone has been incorporated into 20th century classical music. However, if you want to hear something different and gorgeous, try Bach's Art of the Fugue by the New Century Saxophone Quartet

Excellent recommendation by Gsm18439. The sound of a schooled saxophone quartet bears an uncanny similarity to that of a pipe organ, and while Bach sounds good on just about any instrument, it can sound particularly beautiful played by saxophones (and organ, of course). For more recorded classical genre saxophone listen to:

Ravel- Bolero
Mussorgsky/Ravel- Pictures At An Exibition
Milhaud- Creation Of The World
Glazunov- Concerto
Prokofiev- Romeo And Juliet
Prokofiev- Lt. Kije
Gershwin- An American In Paris
Rachmaninov- Symphonic Dances

Brandford Marsalis also recorded an album of classical works for saxophone "Creation" which includes the Milhaud and is highly recommended.

I'll try to add some lesser known ones to the list here.

A stunning recording with terrific baritone sax (along with flute and cowbell, lol) playing by Sahib Shihab (formerly know as Eddie Gregory): Sahib Shihab & The Danish Radio Jazz Orchestra by Danish Radio Jazz Orchestra

Warne Marsh, "Ne Plus Ultra", also terrific recording and playing.

David Murray - "Ming"
World Saxophone Quartet - "WSQ Plays Duke Ellington"
Bobby Watson - "Love Remains"
Lou Donaldson - "Blues Walk"
Stan Getz - "Bossas and Ballads"
James Carter - "Chasin' the Gypsy"
Joe Henderson - "Mode for Joe"
Bill Barron - "Hot Line"
Pharoah Sanders - "Thembi"
Yusef Lateef - "Eastern Sounds"