If the work in question is a symphony, concerto or serenade, the different sections are called movements. In the mid to latter 1900s, some composers (e.g., Liszt) abandoned the symphonic form and started writing large-scale works which are referred to as tone poems. An example is "Also sprach Zarathustra" by Richard Strauss. Another wonderful example is "Finlandia" by Jean Sibelius.
Some works are large enough that they don't need to share the program with any other works. A notable example would be the "Grand Messed des Morts" (Requiem) by Hector Berlioz which, all by itself, produces an evening's worth of glorious music. It is in ten sections (movements) which correspond to the ordinary of the Roman Catholic Requiem.
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