Michelle Shocked–the name itself is a pun–had some punny album titles, notably Mercury Poise. There was also Short Sharp Shocked, a tip of the hat to The Mikado, I believe.
k.d. lang’s Drag referred both to her mannish mode of dress and to her filthy smoking habit, referenced in each cut on the album.
If that sort of thing counts - and I’m not saying it doesn’t - then I’d nominate a few Rush albums.
Permanent Waves - has a picture of a wave, the girl on the cover has a permanent wave and her dress is waving.
Moving Pictures - The guys are moving pictures, the people watching are being emotionally moved by the pictures and the back has pictures of the bad moving quickly.
Dorky. But knowing them they were very proud of themselves.
Which is of course a very old joke. On behalf of Piano Technicians everywhere, I implore you NOT to tell that joke to a Piano Tuner. Trust me, they’ve heard it a thousand times before and it wasn’t funny the first time. Same applies to the old “Opporknockity Tunes” story on them. Don’t. Just don’t.
Will Success Spoil Rock-Maninoff?, 1956. Pianist Rosa Linda smokes the keyboard playing jazzed-up Rachmaninoff. Note the plaster bust of Rachmaninoff shown on the cover picture, wearing ear muffs.
(Especially the second track, “88 keys”, starting at 2:56.)