The classical music form known as a "capriccio", perhaps best translated as "caprice" or "whimsy", is described by Wikipedia as:
... a piece of music, usually fairly free in form and of a lively character. The typical capriccio is one that is fast, intense, and often virtuosic in nature. The term has been applied in disparate ways, covering works using many different procedures and forms, as well as a wide variety of vocal and instrumental forces.
There are more than a dozen compositions in the classical repertoire bearing that title, with two standing head and shoulders above the rest in popularity. Interestingly, both are takes on foreign nations by Russian composers.
The first, dating from 1880, is Tchaikovsky's Capriccio Italien. It's performed here by the Moscow City Symphony Orchestra, conducted by Michail Jurowski.
The other very famous capriccio is Rimsky-Korsakov's Capriccio Espagnol, dating from 1887. It's performed here by the Cleveland Orchestra, conducted by Zubin Mehta.
As an example of a less well known capriccio, here's Mendelssohn's 1832 Capriccio Brillante op. 22 for piano and orchestra, performed by the Chamber Orchestra Kremlin conducted by Misha Rachlevsky. The soloist is Paolo Restani.