Sorry Bear and Andrew. When you wrote "funny" and used the emoticon, I presumed the worst, that of "old style metalhead laughing at the mainstream to show how macho he is" I must've seen too many Manowar fans heckling Oasis or whatever

This crow I'm eating needs a lot of salt.
Actually, there IS a storyline throughout the albums, involving a set of assassins (named Coheed (m) and Cambria (f), their children Claudio Killgannon (silly Legend of Zelda reference there), death, murder, revenge, love and the role the writer/storyteller makes and takes as a godhead.
The big 'fro'd dude (Claudio Sanchez) wrote the storyline, which has loose parallels to his own life. Claudio's family is still happily alive.
The band have begun collecting their tales in comic book/graphic novel form.
Btw, the albums are chapters in the story, but not in sequence. SECOND stage turbine blade was their debut, in search of silent earth: THREE was the follup-up, and the newest one of the earlier half of part FOUR. The remaining pieces are the latter half of part 4 (coming up after a brief promotional tour), and chapter ONE.
Hope this helps