Between the baroque era (1600-1750) and the romantic era (1830-World War I) stands the classical period proper (Haydn, Mozart, Beethoven, although Beethoven definitely headed towards the romantic). There are reasons for the dates: the invention of opera, the death of Bach, etc., but in practice the developments were gradual. Opera started almost exactly in 1600, but it wasn't as if every composer in Europe got the news flash and said, "aha, we're now in the Baroque!" Bach, a baroque stalwart, was considered an old fogey by the time of his death and all but forgotten for two generations: classical-style trends were already underway. (In his Prelude in E-flat for organ, perhaps Bach wanted to show that he was perfectly able to compose in this new style, thank you, and it is a masterpiece, yet his heart wasn't in the style.) The baroque era itself was rather romantic in spirit. Look at the architecture, for instance.
One impetus for the Romantic period in all the arts was the industrial revolution and at least a vague horror of its effects on people's lives. The reaction involved elements of nostalgia and love of countryside, nature, simpler ways, folk heritage, and national identities growing out of common blood lines. (Some of this, of course, would eventually be horribly exploited by the Nazis. No wonder they idolized the ultra-romanticist Wagner).
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