[thatwunguy]

I'm baffled. All this talk of progressive rock and story/concept albums and no one has mentioned Coheed and Cambria.

Not only do all of Coheed and Cambria's albums tell a story, but their entire existence is based upon one story that spans all of their albums with comic books/graphic novels to fill in the spaces. Check out these albums:

Good Apollo, I'm Burning Star IV, Volume One: From Fear through the eyes of madness

and

Good Apollo, " " " " " " Two: No world for Tomorrow.

Also, for a folky, indie flavor, check out Okkerville River's Black Sheep Boy

and I second Hazards of Love by the Decembrists

 

[Aynjell]

The Human Equation, by Ayreon. I won't spoil it for you.