I agree with many, if not most of the comments written so far about recordings I wish had been made. But I almost could have written Kreisler jr's comment myself. In fact, I was working out a comment such as this in my head when I saw KJ's version and decided to save myself the trouble. Here it is again.
Edwin Fischer: last 4 Schubert sonatas, remaining Beethoven sonatas
Emil Gilels: Beethoven op.111, Diabelli Variations, Brahms: Handel variations, op.117, 118, 119
Sviatoslav Richter: Beethoven 4th +5th piano concertos, Brahms 1st piano concerto, 3rd sonata, Handel variations, Chopin's 3rd sonata etc. Schumann Davidsbündlertänze... Bach partitas (he had lots of odd gaps, pieces he either didn't care for or found another pianist so extraordinarily good that he wouldn't perform it himself)
Glenn Gould: A bunch of Handel suites on piano (he did 1-4 on a bad sounding harpsichord), a bunch of CPE Bach sonatas (he did one), a few more Haydn sonatas, Bach Art of Fugue complete on piano, Beethoven: op.101, Diabellis, Reger: Telemann and Bach variations, Hindemith Ludus tonalis
Martha Argerich: any or all Beethoven sonatas, variations, last ~4 Haydn sonatas. Lots and lots of stuff she didn't play but her Haydn D major concerto and Beethoven etc accompaniments for Kremer are very good, that's why I picked those. Chopin: cplt Etudes and Ballades (She is alive at 80-81? and still performs but almost no solo pieces, certainly no new ones.)
Ferenc Fricsay: Brahms 3+4, Beethoven 2,4,6, Schumann 2-4, Schubert 9, Dvorak 7+8, Weber: Freischütz. Stravinsky: Firebird, Symphony in C, Symphony in 3 movements...
Carlos Kleiber: Schubert 9th symphony, Beethoven 3rd, 8th and 9th, Brahms 1+3, Mozart 38-41