My list, focusing more on albums you can listen to from start to finish, instead of concept albums
(not a complete list)
Pink Floyd - Dark Side of the Moon, WYWH
Nas - Illmatic
Led Zeppelin II, IV
Rolling Stones - Let it Bleed, Sticky Fingers
GZA - Liquid Swords
Common - Resurrection
Blind Guardian - Nightfall in Middle Earth
Fiona Apple - Tidal
I'll have to think of some more