You could also look into Richard Strauss (responsible for such classics as
Also sprach Zarathustra, which could work, as long as it doesn't make you think of
2001: A Space Odyssey 
), whose music would have been widely appreciated at the time. His "Serenade for 13 Winds" might work well. It's from 1881 (he was 17 when he wrote it, and received much acclaim). There's also his
Don Juan, from around 1889. Since the Victorian era ends in 1901, much of his later work might not be authentically "Victorian," though there's no reason you couldn't look into those, too (such as his
Don Quixote cello suites -- look for the Jacqueline du Pre recordings).
In addition to
Night on Bald Mountain already mentioned, Mussorgsky's entire
Pictures at an Exhibition is a good work grounded in the period.
There's Edvard Grieg, noted Norwegian composer of the period, especially the "Piano Concerto in A minor."
Johannes Brahms, often considered to be the great inheritor of Beethoven's romanticism, wrote some tremendous music during that era. Pick up just about anything, frankly. With Brahms, like Bach and Beethoven (the three "Bs"), it's all good.
If you're looking for music to launch an air cavalry strike by (just kidding), there's Richard Wagner, famous for such tunes as
The Ride of the Valkyries and the
Ring cycle. Lots to mine there.
Tchaikovsky's
6th Symphony is very tragic, which could be good for, uh, well, tragic sections of the game.
If you like symphonies that last five and six hours long and involve 100 piece orchestras, try Gustav Mahler.
Chopin, Shumann, Dvorak, Mendelssohn, Lizst, Sibelius, Rachmaninov, Berlioz, Holst, Verdi, Puccini. All composed during that period, and produced some of the iconic music pieces of those (or any) era.
As for labels, Deutsche Grammophon is always good (although I think I heard recently they're having production problems and are reducing their output; anyone know if that's true?), as are Sony and EMI classics. Recordings are always going to vary, depending on who was conducting and which orchestra, soloist, or instrumental group was recorded. Great conductors (these aren't necessarily Victorian, just good conductors regardless of era) to look for include Leopold Stakowski ("Luh- luh- luh- Leopold!"), Sir Georg Solti, Claudio Abbado, and Herbert van Karajan, to name a few. Superior orchestras include the Berlin Philharmonic, the New York Philharmonic, the London Symphony Orchestra, the Chicago Symphony Orchestra, the Vienna Philharmonic, etc.
Good luck!
Warrior Poet
