Here is a topic I have considered posting for years. Inspired by Randy's Jackson's Epic Rock Songs discussion, I have decided to post at last. It has come to my attention that kids these days no longer to albums as cohesive wholes, which I can't even relate to. There are certain albums which I never listen to without listening to the whole thing as a sequential work. Your choices can be "concepts albums" certainly, but also any album that just hangs together, something more than simply a collection of songs. I can't really explain it any better than that, but here are a few examples of what I'm talking about.
Born to Run by Bruce Springsteen
Bat Out of Hell by Meatloaf
Pet Sounds by the Beach Boys
Dark Side of the Moon by Pink Floyd
Chicago (a.k.a. Chicago II) by Chicago
Led Zeppelin's untitled fourth album
I have many (many) more in mind, but that's enough to get started.
Close To The Edge by Yes. Considered by many to be the ultimate progressive rock album.
Songs in the Key of Life by Stevie Wonder, of course.
Couldn't Stand the Weather by Stevie Ray Vaughan and Double Trouble
The Nightfly by Donald Fagen*
Two for the Show by Kansas
Stop Making Sense by Talking Heads (the extended version; the first release leaves out half the songs from the film)
*Donald Fagen was half of Steely Dan, which was known for its perfectionism in recording, a trait Fagen carried over to his solo work. I've heard it said that The Nightfly is the most sonically perfect album ever made, so much so that if you're in the market for a new stereo, test it with a copy of The Nightfly to be sure it sounds right.
Joe's Garage by Frank Zappa
From the Inside by Alice Cooper
The one's that came immediately to me are
Tommy & Quadrophenia - The Who
The Lamb Lies Down on Broadway - Genesis
There are many more but I'll leave it there.
Sgt. Pepper by the Beatles
Abbey Road by the Beatles
Beggar's Banquet by the Rolling Stones
Sticky Fingers by the Rolling Stones
A Prince Among Thieves by Prince Paul
American Idiot - by Green Day
American Hunger by MF Grimm - a triple album, in which each disc was intended to be listened over three separate sessions
Black Clouds & Silver Linings by Dream Theater
Gorillaz by Gorillaz
To The 5 Boroughs by the Beastie Boys
Just remembered another one: Faust by Randy Newman