The whole Coheed and Cambria saga and 'De-loused In The Comatorium' by The Mars Volta BUT, the greatest concept album of all time would have to be 'A Grand Don't Come for Free' by The Streets. I'm probably going to get abuse thrown at me for that, but c'monnnn, it's a concept album that actually makes sense the first time around!
There's Protest The Hero's "Kezia", but I haven't really heard it enough to say if I like it or not. Plus, the screaming makes everything less easy to comprehend. But that's linked to me not playing it enough to know. Hah.
Strapping Young Lad - Alien Opeth - Morningrise (?) Opeth - My Arms, Your Hearse Opeth - Still Life Opeth - first 7 songs from Ghost Reveries (the other two ruined the concept part )
Kezia is amazing, definitley worth listening to and reading the lyrics to get the story... Umm yeah top concepts: Protest the Hero - Kezia Nine Inch Nails - Year Zero, The Fragile (if it counts) As I Lay Dying - Shadows Are Security Coheed and Cambria - Good Apollo...,In Keeping Secrets of Silent Earth 3.