Maybe an odd choice, but back in the early/mid 80s, Chris DeBurgh had a trio of albums after his early folkish work and before he got completely mushy with all-ballad albums, where he rocked enough to be interesting. Each of these 3 albums had awesome closers.
On The Getaway, 1982, the last song was a 3-movement piece that had 3 titles on the album, but blended seamlessly into a longer story that capped the overall album's semi-concept feel fairly well. Revolution/Light A Fire/Liberty carried over a kind of troubled tropical paradise theme from some of the other songs, and closed with a longing for simpler peaceful times.
Man On The Line, 1984, was a straight up "rock" album with no particular theme or story, but many of the songs did have his trademark storyteller feel to them. The closer, Transmission Ends, is one of my favorite songs ever, and really shows that DeBurgh has an awesome knack for romantic songs that were far better than Lady In Red that made him famous. The way it ends with the lonely beep of a satellite passing overhead...
With Into the Light, 1986, DeBurgh returned to the format of The Getaway, a loose concept that some of the songs fell into to give the impression of a larger story, but again, nothing overt or obvious. Again, he ended with a tripart song of The Leader/The Vision/What About Me? that acted as a perfect close to the feel of the rest of the album.