Franz Liszt's personality was complex: the wildest possible extremes of both behavior and philosophy were as natural as breathing to this man who lived as a flamboyant virtuoso, sired a number of illegitimate children, and yet took mionor orders in the Catholic hierarchy. His intense devotion to the Christian faith was perhaps the cause (or more appropriately, the foil) for Liszt's preoccupation with the legend of Faust, and the character of Mephistopheles in particular (whom he seems to have revered). Perhaps this is because of his boyhood idol, the great virtuoso Nicolo Paganini, who was popularly rumored to be in league with the devil; however, motivations aside, "Mephisto" provided Liszt with a great deal of musical inspiration. In all, he composed four Mephisto Waltzes (the fourth of which was left incomplete), as well as a Mephisto Polka which is of less interest.

There is a curious problem surrounding the fourth Mephisto Waltz: it doesn't actually exist. The work which Liszt had planned on revising into the fourth Waltz is a strange piece from 1885 (just a year before Liszt's death) called "Bagatelle sans tonalité" (Atonal Bagatelle, S216a). Despite its title, the piece is not atonal in the later sense of the word; rather, Liszt refers to the highly unusual manner in which the work disposes of its chromatic harmony (like much of Liszt's late music, there is little feeling of key in the traditional sense of the word). Evidence suggests that Liszt intended to provide a middle section of completely different character and material, so the work (which was only published in 1956) cannot be considered a final product. The piece remains more a historical curiosity than a part of the repertoire.

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