Stream of consciousness from train of thought and dance of eternity from meteropolis pt. 2 are really good, long-ish instrumentals that kind of tell a story.
And to answer OP: Metropolis pt.2 by dream theater is a great concept album that has an interesting story to follow.
If you like jazz piano, Keith Jarret’s köln concert is a masterpiece.
There were a bunch of issues with the venue and he ended up playing the whole thing on a broken piano.
This video sums up how the peice happened.
And this is recording
Edit: I like to think it’s a story of stacked disasters and a master artist somehow making the whole mess gorgeous.