Concept bands?

You mean really unique bands with unique concepts?

Speaking of Mithras. They talk about history, war, religion, planar travelling, and space.
 
Fear Factory have always had that man vs. machine, bleak-future-if-we-fail-to-seize-control theme to them that has been so awesome.

Sepultura have usually had a political/return to our roots/save Brazil campaign going since Arise, although some songs on Schizophrenia and BTR have jived with the theme as well.

Static-X have this thing where one song on every album deals with this otsego...thing. I dunno if that counts.

Bathory had periods of Viking themes.
 
Definitely Demanufacture. Either that or Soul of a New Machine if you're into anything remotely death metalish. Maybe then I'd grab Concrete for some raw-produced old-skool, then the new Archetype and good old Obsolete, and even Digimortal if you're open-minded enough.

If you like techno, grab the two remix albums and Hatefiles for pure entertainment.
 
I liked the idea behind Nightingale's Breathing Shadow concept, though it got a bit cheesy sometimes. Cool story, too bad it's coming to a close.
 
Basically, most bands have cool concepts. I think I'll randomly go for my playlist and find some.

Dripping: Really weird technical jazz-infused brutal death metal with samples and crazy stuff from genres like rap, classical, and electronica...even Japanese pop! And most of their stuff deals with space, time, and alternate dimensions.

Demilich: Fucked up. I have no idea what their concept is, but it is so abstract and screwy that it's obviously unique.

Axis of Advance: They have this whole WAR NOW OMG theme, and their crazy frenetic black-y grind-y death-y stuff complements this, even throwing out the book, and throwing in some doom parts!