Apart from lost student chamber works, Mahler’s output is virtually all symphony and vocal; although an outstanding opera conductor, he completed none of the three he started. His style is late-Romantic, but he expanded the orchestra in both sound and size (his Symphony No. 8 requires 1,000 participants). However, what really distinguishes a Mahler symphony is more theatrical: the feeling of many voices at work and a sequence of events. There is often an atmosphere of tension and fin-de-siècle angst contrasted with love and joy; Mahler consulted with Freud, and a strong psychoanalytical—some say self-pitying— aspect runs through much of his music. Sarcasm, parody, and irony abound in Mahler’s mix of the sublime and the ridiculous, which may explain the popularity of his symphonies in the “knowing” era of the late 20th century.
I read Wikipedia on fin-de-siècle, but about what was Mahler angsty?