Basically every album by Ayreon. Ayreon is essentially a one-man group (there's a permanent drummer, but one guy does the guitar, bass, most keyboards, and writes and arranges all of the songs), that only writes concept albums. He also gets different guests artists to voice every character in the story, it's pretty awesome.
However, in the interest of being precise, here's the synopsis of what is in my opinion their (well, I suppose you could say his, since it's one guy) best, 2004's The Human Equation:
A guy gets into a car accident and goes into a coma, and each track represents a day he's spending in the coma. Each track is a reflection on past events in his life, either by himself along with personifications of his emotions (Love, Fear, Pride, etc.), or by his best friend and his wife who are watching over him at the hospital. We gradually learn: His father was a drunk and beat him and told him constantly about his worthlessness and then left he and his mother alone, he was an outcast at school, as he grew up he neglected his sick mother in order to further his career and prove his father wrong, he meets his wife, his mother dies and he feels responsible, he and his friend are competing for the top job at their firm, but the main character knows his friend is better and thus he reveals that his friend cooked the books at one point to get him fired. He one day learns that his unemployed friend and his neglected wife seek comfort in each other from mutual depression (though according to all information we get it is non-sexual), and thus the main character's guilt compounds knowing the woman he cares for is leaving him due to his own actions. Then we learn that the car accident was actually a suicide attempt (which the friend guessed at earlier when noting the circumstances of the crash). He reveals his betrayal to his friend somehow (either his friend can somehow hear his subconscious or he manages some sort of partial awakeness and tells him in the physical reality of the hospital, it's sort of unclear), and then he manages to exorcise his demons and resolve to be a better man in the future and finally comes out of the coma on the 20th day.
But THEN (and this is the crazy twist ending, so if you want to listen to it for yourself and I will certainly upload the album if anyone asks then skip over the following), we find out that the entire thing is just a computer simulation for an alien (who is actually a character from one of Ayreon's OTHER concept albums) in order to stir in him the memories of emotions his race forgot eons ago. Whether the entire thing never happened or was an actual event that was recorded by the computer and broadcast decades later depends on your interpretation.
But yeah, it's a fantastic album with some awesome guest vocalists (Mikael Akerfeldt of Opeth plays Fear, and Devin Townsend of Strapping Young Lad does Rage) and incredibly diverse music. There's one part on Day 14 where it's in the middle of this heavy guitar-riff driven part and suddenly it breaks out into a flute solo.
