Anyway, I'm surprised no one has suggested Ayreon yet. The Human Equation, for example? or Universal Migrator?
You could bring up Ayreon in general, considering all 6 of the albums (Well, with some exception to
Actual Fantasy) are self-contained concept albums of the narrative type, but they also all fall under an over-arching grand story that involves the characters revealed in their last album
01011001. I think those albums are great examples of how different types of narrative concept stories can be used, and then all be tied together to make one HUGE story, something I think very VERY few bands have ever done.
I would also dare say you could bring up the cross-album concept, and reference things like Rush's "Fear Series", or the obvious choice, Dream Theater's/Mike Portnoy's "Twelve-Step Suite". While not really an "album" per se, these songs across different albums all connect into one theme or idea, and when put together could even make an album (well, at least for the latter).
-Marc.