Loads of them here. I remember when this guy Phil Whittaker was requesting submissions on Usenet and several e-mail lists related to the subject. He asked a similar question.

Personally, I like (in no particular order) Ashokan Farewell (Jay Ungar), If Ever You Were Mine (Maurice Lennon), Ross Memorial Hospital (Phil Cunningham), Mr & Mrs. MacLean of Snaigow (Dougie MacLean), The Osprey (Dougie MacLean), Miss Rowan Davies (Phil Cunningham), The Pearl (Phil Cunningham), Da Slockit Light (Tom Anderson), among others.

And, though they're not modern, I'm quite partial to Niel Gow's "Farewell to Whiskey" and "Lament for the Death of His Second Wife".