I'm just going to use wikipedia's definition of a concept album:
"In a concept album, all songs contribute to a single overall theme or unified story."
The Residents - Animal Lover, Eskimo, Commercial Album, Mark of the Mole, The Tunes of Two Cities, Intermission, The Big Bubble, God in THree Persons, The King and Eye, Freak Show, Wormwood: Curious Stories from the Bible, Demons Dance Alone, The Third Reich N' Roll (how can you beat a concept album that compares popular music to Nazism?! You indie kids should eat this stuff up!)
Frank Zappa - Joe's Garage, Acts I, II, and III
The Mothers - Freak Out, We're Only in it for the Money
Queensryche - Operation: Mindcrime (Yes, I like myself some cheesy 80's prog rock/metal)
Iron Maiden - Seventh Son of a Seventh Son (That was a concept album, right?)
King Crimson - In The Court of the Crimson King, In the Wake of the Poisedon, Lizard, Islands (Each of them was based around a mythical element)
Jethro Tull - Aqualung
Zao - The Funeral of God
As much as I love concept albums, I seem to be severly lacking alot.
and Speaking of Animals; I've sure you (At least those of you who have attended high school sometime in the past year) have seen all these kids wearing the Pink Floyd shirts, and somethings been bugging me about one; Some kid I know has a shirt for Pink Floyd's Animals, yet the logo/design thing is that of the Division Bell. Bootleg? wtf?
EDITED to add in some stuff I missed.