The thread titles says it all. I’m looking for albums that don’t chop up well, but should ideally be listened to in a single sitting and with the tracks in the order they are listed.
Obviously most musical theater cast albums qualify, but what others?
Pink Floyd–Dark Side of the Moon, The Wall
The Who–Tommy
note: heavy doses of intoxicants also add to the experience. As will a lava lamp. Particularly with certain intoxicants. Or so I have heard, anyway.
Days of Future Passed by the Moody Blues. It wouldn’t do to listen to Nights in White Satin first, or The Day Begins last.
Goodbye Yellowbrick Road ~ Elton John
Hounds of Love ~ Kate Bush
Almost everything by Radiohead
Sgt. Pepper’s Lonely Hearts Club Band.
Aside from Dark Side of the Moon the only albums that come to mind that fit the title’s description are some Miles Davis things from the 50’s with Gil Evans. I could give some titles if you wish.
Wilco’s A Ghost is Born and Okkervil River’s Black Sheep Boy should be listened to in order.
Quadrophenia
Psychoderelict
The Iron Man
Reign in Blood
Abbey Road, of course—at least side two.
I was almost tempted to say “All of them.” At least, the majority of albums from the “album era” were conceived with the idea that people would be listening to them straight through, from beginning to end, and the track sequence was more or less carefully chosen to flow well and provide a satisfying listening experience.
I haven’t heard it in a while, but I think Operation: Mindcrime by Queensryche qualifies.
Also, Paradise Theater by Styx
The Wake of Magellan and Dead Winter Dead, both by Savatage
Yeah, I need both artists & titles. I already have DSotM at hand.
By Slayer, yes?
Yes. It’s a very short album of very short songs (it was actually only one side in its original album form, with the entire album repeated on side B), and it plays kind of like one long song with a lot of different breaks and bursts with little pause between tracks. It’s all of a piece.
It’s not everybody’s cup of tea, of course, but its one of the quintessential thrash albums (a lot of people say the quintessential thrash album).
Basically any “prog rock” album could go on this list.
And, oddly, a lot of rap albums, too. A lot of them have a narrative woven into them, though sometimes that’s just held together by the occasional “skit” between tracks.
I think that Fallen by Evanescence sounds better in order the individual songs do apart.
Lola vs. Powerman and the Money-Go-Round by the Kinks.
On the Threshold of a Dream, In Search of the Lost Chord and To Our Children’s Children’s Children by the Moody Blues
The Wall, every time I hear Comfortably Numb on the radio it just bothers me, like someone only reading chapter 34 of The Stand.
In that case, look at Miles Davis & Gil Evans: The Complete Columbia Studio Recordings - Wikipedia for the full list. My favorite for fitting your requirements would be Disc 1 - Miles Ahead (masters released on Miles Ahead)
The tracks are segued into each other so that it’s hard to separate one from the other. They meant that album to be heard as a set.
I good sample of the music can be heard in this clip: http://www.youtube.com/watch?v=GFaK4q0pxcQ
Miles Davis & Gil Evans 1959
The transition from one track to the next is at 3:17. All the tunes on the album are done like that. I would bet that DSotM knew about Miles and Gil! 
Brian Wilson - Smile.
Every song flows into each other beautifully.
I am listening to Fallen right now; it is the album I am discussing for the piece I’m writing and will be comparing the others too.