Rush - Fear - The Enemy Within, The Weapon, Witch Hunt, Freeze
I'm not sure you could call "Fear" a "story" in the sense of being a narrative. It's more thematic, in the same way songs on
Roll The Bones are about luck and chance, or songs on
Counterparts are about opposites and pairings. They're just songs about Neil's ideas regarding fear and different kinds of fear - "how fear works inside us ("The Enemy Within"), how fear is used against us ("The Weapon"), and how fear feeds the mob mentality ("Witch Hunt")." - Neil Peart.
When you said "tell stories", I assumed you meant a narrative, so I would agree with "Cygnus X-1 Book I: The Voyage" and "Cygnus X-1 Book II: Hemispheres". I would also add, to some extent, "By-Tor & The Snowdog" and "The Necromancer", as both songs feature "By-Tor".
-Marc.