This may be a bit of a non-answer, but you might be a little hard pressed to find exactly what you are looking for. I did a little digging around and couldn't come up with anything great, besides some analyzed snippets of Chopin works. The closest thing I could find were actually youtube videos (Chopin - Nocturne in Eb (op. 9 no. 2) - with Roman Numerals & Popular Chords) that cover a decent portion of the piece (no etudes though, sorry!). (This entire channel has a number of similar analyses and other useful theory visualizations though so it might be worth checking out.)
I think the reason this kind of thing is hard to find (an entire collection of pieces with full harmonic analysis included) is because this practice is so academic in nature. The point of harmonic analysis is the actual analysis itself, not the result. What is beneficial to a musician is the ability to sit down and analyze the piece, not just read someone else's analysis (which may deviate slightly from our own). I believe this is why most of the examples that exist are snippets from well known pieces or completely made up to illustrate an idea. Once we have studied enough of these short examples we will have all the tools necessary to analyze an entire work if we so choose.
That said, I too would LOVE to see entire pieces (or complete collections!) transcribed with full harmonic analysis included, simply because it would be fun to look through and I wouldn't have to put all that work in myself! If anyone else knows of anything, I'd love to hear about it!