Any Creedence album basically.
CCR is one of my all-time favorites, but it's fascinating to me how prolific they were for such a short period of time. Like three albums a year (or something like that) for three years (68-70), and then they burned out. Wild.
Alas, I haven't sat and listened to an album start to finish in forever. I agree that Floyd lends itself to that, but as a casual fan I disagree that their songs need their albums for support. Have a Cigar, Wish You Were Here, Welcome to the Machine, both Another Brick in the Wall 1 and 2, Comfortably Numb, Hey You, and Shine On (basically, all of Wish You Were Here) all stand well on their own (The Wall is great if you have the time, but many of its best songs are perfectly sustainable on their own). I think Dark Side of the Moon may fall more into the "must listen start to finish" category.
It's not really a concept album, but as I've said before, Billy Joel's the Stranger is remarkable for its hit rate.
I used to love Aerosmith's Toys in the Attic and Rocks. Two very good start to finish albums, but--as noted--I haven't actually listed to them that way in ages.
Beastie Boys Licensed to Ill was great. Same for Guns and Roses Appetite for Destruction.
I suspect that once a band gets past a third album (or so), the demand to just keep writing overtakes the ability to make a nice, coherent collection.