Two more would be JK & Co - Suddenly One Summer (a dreamy psychedelic classic from 1968, a cradle to grave story of a dude who's born, grows up, does drugs and OD's and ends up in a box, great album though) Magna Carta - Seasons (soft acid folk treasure from 1970, another life cycle one paralellled with, yep you guessed, the changes of the seasons, sounds like a cross between Incredible String Band and Simon and Garfunkel, very nice it is too)
Machina: The Machines of God and Machina II: Friends and Enemies of Modern Music (both by The Smashing Pumpkins) were both supposedly part of an elaborate, four-part story Billy Corgan wrote, but I think it's bullshit. Certain songs, like "Stand Inside Your Love", "Try, Try, Try", "Age of Innocence", etc., etc. were much too personal to be about some characters. But on the other hand, songs like "I of the Mourning", "Glass' Theme", "Glass and the Ghost Children", "White Spyders", "The Everlasting Gaze", etc., etc. were quite obviously a chapter of a story. So I imagine it was a story about him, as much as he refused that theory.
its kinda a soundtrack but the requiem for a dream soundtrack goes really well with the movie and i can like watch the movie in my head just from listening to the soundtrack. there's a lot of emotion and shit in the music.