The Downward Spiral is about a man’s descent into depression and his eventual attempt to kill himself.
Steven Wilson is another current artist who is big on concept albums, going all the way back to his output with Porcupine Tree. Although I find his solo stuff a bit too slow paced and with too much emphasis on melody, I love Porcupine Tree’s Fear Of A Blank Planet (which is about today’s youth and their separation from each other and from the world in general despite or because of modern technology).
Fans of intelligent rock music would not do themselves a disservice by seeking out Steven Wilson’s work. Here’s my favorite song of his, the title track to the Porcupine Tree album I mentioned: Fear Of A Blank Planet.