Chopin’s ballades are written to such a pitch of harmonic innovation, expressive power and structural novelty that they sort of exist in a valley of their own making. Nothing any other composer wrote (even other ballades, to be sure) really compares to them. The most immediately striking feature about them is their narrative musicality: transitionary passages are extraordinarily beautiful, and really do not need to be justified by what they are moving to or from; and a small digression might open up a whole new harmonic or developmental vista, a trait especially evident in the last ballade.
Each ballade offers radical new treatment of (or engagement with) sonata form. #1 and #3 superimpose on the goal-oriented sonata form an arch-like symmetry (both have a mirror reprise and a striking central episode with new material that serves as pivot), #2 imposes a two-key scheme upon what initially looks like a simple alternation between two themes but really is not, and #4, the most structurally rich of the set