Takes a bit of getting into this one, but i think it's fantastic; the moment the violin cuts through is superb. Has a spoken word bits, but still counts as an instrumental as far as I'm concerned
Rather than one song, I'm going to go for a band whose entire output is instrumentals, and who have taken the genre to places no-one else has: Dirty Three.
Sadly there ain't many good live recordings, but here's Some Summers They Drop Like Flies from Whatever You Love, You Are...