These are my personal favorite cds to listen to. You can actually listen to the whole cd and make ur own visual interpretation of what the music would look like.

Some of my favorites are,

Nine Inch Nails- The Downward Spiral
Mastodon- Leviathan
My Chemical Romance- The Black Parade
All the Coheed and Cambria cd's

This is a great topic! Pink Floyd's album, The Wall tells a story. Many of their albums are meant to be listened to in their entirety.

I'll try and think of other albums that do this.

I found some more last night...

Underoath- Define the Great Line
Mastodon- Blood Mountain

couple more...

Armor for Sleep- The Truth About Heaven
Zao- Funeral of God

still dont know any

well that really cool
i bet that really challenges the musician