Improvisational preluding was still practiced in the first half of the 20th century, but its performance in concert halls was declining. By that time, preluding had become less important and generally less virtuosic. Therefore, these examples give only a vague impression of 19th-century preluding. On the contrary, among organists and jazz pianists, preluding was still present in the 20th century.
Natalia Janotha playing a short prelude to introduce Chopin's Fugue in A Minor, B. 144 (recorded in 1904).
Natalia Janotha playing a short prelude to introduce Mendelssohn's Songs Without Words, Op. 67, No. 4 'Spinning Song' (recorded in 1904).
Wilhelm Backhaus (1884-1969) and Dinu Lipatti (1917-1950) playing a short prelude to Chopin's Nocturne in D-flat Major Opus 27, Nr. 2 (live recording 1953 & 1950).
Josef Hofmann playing a prelude before Chopin's Ballade Nr.1 (live recording 1937).
Ferruccio Busoni playing a modulating prelude as a short transition at 56" (recorded 1922).
Dinu Lipatti's short prelude to an Impromptu in G Major by Schubert. For reasons explained in the Youtube description, there's a gap between the prelude and the actual piece. Lipatti was very familiar with preluding during live performances.
Pianist and composer Ignacy Jan Paderewski (1860-1941) playing a short prelude to Beethoven's Sonata Op. 27, Nr. 14 (live BBC broadcast 1938).
Note: Do you know of audio recordings of preludes that can serve as a good example? Please share them with me! email@example.com