“My daughter Celestia, look at me. I love you, and I wish the best for you in the eons of labor you have yet to endure. So heed my words. When we planted light upon the fields of Creation, Celestia, it was a divine thing. But there will come a time when our brilliance won't be enough. It will take a great, unknowable darkness to test the luminescence that we have bequeathed life. That is an abyss that we can never, ever follow our children down, no matter how much we love them.”

A Silver Medalist of the Ponychan /Fic/ Write-Off: "Cutting Ties"

Once upon a time, there were two friends who ran a farrier shop in Canterlot. The oldest fed the forge and used his earth pony magic to produce strong steel shoes, which the younger enchanted with his powerful unicorn magic. They worked together in harmony, creating beautiful shoes for all who visited until one day they met a young mare in their local bar. She was a mysterious creature, overstressed by her job in the palace and needing the company of two friends far more than she realized.

Until one night, when her sister returned during the Summer Sun Festival…

Created as a Collaborative work between Georg and Tek, who made all the good parts.
Editor: Snaproll

Cover art Horseshoe and Rose by public domain clipart, edited in Paint3D
Now featured on Equestria Daily

Memories of a time long gone by hold the key to Luna's salvation. To save her sister, Celestia sends Twilight on a quest through Luna's mind, searching for the source of an ancient spell that is slowly killing her. What she finds may change her forever.

Twilight experiences Luna's life first hand on an emotional journey through the dark alicorn's past.

This story is a sequel to Days of Wasp and Spider

Believed dead by their creators, the ponies that will become Celestia and Luna have broken their mental conditioning and escaped into the wilderness. Here they plan the revolution that will free all ponykind, knowing that it is only a matter of time before their ruse is discovered.

Back in their underground arcologies, the ponies' erstwhile masters deal with the consequences of the escape, all the while unaware that something lurking at the bottom of space-time wants them all dead.

A Soot-Covered World, book 2.
Canon species only/no humans.
This story has nothing to do with the Holocaust.
Art by InLucidReverie, used with permission.

SF (canon species only; no humans) Ponies were magically and genetically engineered to be the perfect servitor race. They are powerful, adaptable, intelligent and completely under the control of their creators. A laboratory accident frees one such pony from her mental chains, but how can one mare save herself and the rest of her kind if she doesn't even know she's a slave?
This is not the Equestria you know and these are not your little ponies... not yet, anyway.

Tags: Adventure, Diamond Dogs, Gryphons, NO HUMANS (did I mention that already?)
Other tags: historical, mind control, Clarke's 3rd Law, excessive use of high energy physics, before they were famous.
Detailed review by PaulAsaran.
Cover art by endrome , used with permission.
Russian translation (partial -- 'unofficially' completed in the comments)
A Soot-Covered World, book 1.

‘Have you ever,’ she started, ‘broken a promise you made?’

Celestia and Luna live a carefree childhood at Canterlot Castle, but its end approaches far too quickly — no matter how much they struggle, they find themselves drifting apart. And without their noticing, a new evil rises that could drive a wedge between them for good...

With Celestia out on vacation for a week, Cadance sees a fine opportunity to spend some time with her Auntie Luna, who's now in control of Equestria for that time. She's always known Luna to be a bit... different, but she never thought she'd find herself suspecting her Auntie Luna of trying to take over Equestria again. Is she simply over-thinking things, or is something truly the matter with Auntie?

Set mid Season 2.

Featured on: 1/30/17!
Also, this is now my 5th story to have 100 likes!
Also pt2, this story was featured in SA Review #104! Check it out here!

SPOILERS IN COMMENTS
Preread/Edited by MLPMatthew419 and Mocha Star

For a thousand years, Princess Luna was erased from the history books. During that time, many things had changed, but none have affected Luna more so than the change in language. Even after many months of passing time, she wonders about language and words as she struggles to gain a better understanding of how to communicate with her fellow ponies.

Luna struggles with the edges of sanity and feelings of depression after her time of lunar isolation.

After Celestia humiliates her at a dinner, Luna storms off and ends up snooping around in her sister's room. There, she stumbles upon the journal Celestia kept immediately after the banishment of Nightmare Moon.

Cover art by bunnish on dA.
This story now has a reading by Craft Arts. Go check it out!
Featured on Equestria Daily on August 22, 2013.