Sublimity is the effect upon the mind of anything above it

It may perhaps be wondered that, in the division we have made of our subject, we have taken no notice of the sublime in art, and that, in our explanation of that division, we have not once used the word. The fact is, that sublimity is not a specific term,—not a term descriptive of the effect of a particular class of ideas. Anything which elevates the mind is sublime, and elevation of mind is produced by the contemplation of greatness of any kind; but chiefly, of course, by the greatness of the noblest things. Sublimity is, therefore, only another word for the effect of greatness upon the feelings;—greatness, whether of matter, space, power, virtue, or beauty: and there is perhaps no desirable quality of a work of art, which, in its perfection, is not, in some way or degree, sublime.

Burke's theory of the nature of the sublime incorrect, and why.

I am fully prepared to allow of much ingenuity in Burke's theory of the sublime, as connected with self-preservation. There are few things so great as death and there is perhaps nothing which banishes littleness of thought and feeling in an equal degree with its contemplation. Everything, therefore, which in any way points to it, and, therefore, most dangers and powers over which we have little control, are in some degree sublime.