Schopenhauer, Essays and Aphorisms
Epictetus, Discourses
Macaulay, Selected Speeches
Mandeville, Fable of the Bees
Fielding, Tom Jones
Shakespeare, MacBeth

Howe is a caution. Also, Elbert Hubbard’s Scrapbook.

Gulliver’s Travels has lots in it, to be sure, but fiction is necessarily going to be less dense. I’m not sure what he’s getting at with Moby Dick, but then again I haven’t read it in three decades. Fiction that I have found particularly dense in wisdom would include Herbert’s Dune and The Dosadi Experiment, Cordwainer Smith’s Norstrilia, and perhaps oddly enough given the author’s tendency to ramble, Stephenson’s The Diamond Age.

Didn’t see mentioned Sun Tzu’s Art of War, or Machiavelli’s The Prince. (Or, for that matter, Machiavelli’s Art of War.) There’s a lot of books along those lines that are fairly wisdom-dense.

Still, I’d go for Man’s Search for Meaning, maybe Storm of Steel, but that would depend a lot on the reader.

Aside from those, maxims tend toward high density. Penséees is good, as is Goethe’s Maxims & Reflections. Don Calocho’s aphorisms and Marcus Aurelius’s Meditations are nearly as good. The best of Dr. Johnson’s Ramblers are good, but the Rambler series as a whole is too broad and quotidian.

Modern books that contain wisdom are rare. Many of Tyler’s commenters conflate “wise” with interesting or clever or useful.

ProTip: how to flense a whale does not count as wisdom. Even assuming it has enough detail to succeed and not just enough to get you into trouble.