Nicolai Rimsky-Korsakov based Sheherazade on the age-old tales contained in the collection  The Thousand and One Nights.  For those who don't know,  The Thousand and One Nights is a collection of tales supposedly told by the Princess Sheherazade.  The story goes that the evil King Shahryar of Samarkand took a new wife every day and each evening he would kill her.  Princess Sheherazade was able to avoid her execution by telling the king fabulous tales that entranced him to the point that he could not bring himself to kill her. 

    Rimsky-Korsakov's intent was not to portray a story, but to write music that was "only" music.  The following is a statement from his autobiography:  "The program which guided me during the composition of Sheherazade was formed of single, disconnected scenes or pictures from The Thousand and One Nights distributed among all four movements: the sea and Sinbad's ship, the fantastic tale of the Kalander Prince, the prince and the princess, the celebration in Baghdad, the ship breaking up on the rocks with the rider of iron.  These pictures are joined together by the introductions to the first, third, and fourth movements, and the intermezzo of the third movement--four short sections for violin solo, which are associated with Sheherazade, and at the same time are supposed to portray the way in which she told her wondrous tales to the grim Sultan.  In my suite, you will look in vain for leitmotives that are always connected consistently to one and the same poetic idea or concept.  Rather, the supposed leitmotives are nothing but purely musical material or motifs for symphonic elaboration.  These motifs, either successively or woven in with each other, go through all four movements, but in such a way that they express different ideas, events, and images.  I wanted to compose a four-movement orchestral suite based on the completely free treatment of musical material; a suite that, on the one hand, would have an inner consistency because of its common themes and motifs, but at the same time would present a kaleidoscopic succession of images from fairy tales of oriental character." 

    Although it sounds contradictive, Rimsky-Korsakov clearly states that Sheherazade is music for the sake of music.