This ongoing series features Liszt's own compositions for piano, including piano reduction of orchestral works; as well as his transcriptions of Beethoven, Schubert, Rossini, Bellini, Verdi, Wagner and many other composers. 35 albums have been released so far, and the whole series became available on Spotify recently.
Get this collection in one Spotify playlist: Naxos: Liszt Complete Piano Music (387 tracks, total time: 40 hours). Ctrl (CMD) + G to browse in album view. Albums are arranged by volume number. Liner notes to every album is available at Naxos. This series is far from completed - Hyperion's Complete Liszt Piano Music took 99 disks to finish. New releases will be added to the playlist when they appear.
Also check out the audiobook on Liszt's life and works from the Naxos Educational playlist.