Since i'm sure most metal albums have been covered.
These are must have PROG albums.
King Crimson: Most know about them, but little actually know them.
Recommended Albums In the Court of the Crimson King, In the Wake of Poseidon, Larks Tongues' in Aspic, Red, Discipline, the Power to Believe.
Rush: Not just Tom Sawyer
Recommended Albums Fly by Night, Hemispheres, Moving Pictures, Signals.
Anglagard: Short lived, SWEDISH, prog great from the 90's
Recommended Albums Hybis & Epilog, seeing how those are the only two, besides a live album.
Anekdoten: Yet another Swedish prog outfit.
Recommended Albums Vemod & Gravity
Amon Dull II: German group, pretty psycadelic.
Recommended Albums Yeti & Wolf City
Collage: Not a fan of neo prog, but this Polish exception is awesome.
Recommended Albums Moonshine
Focus Hard prog with a bit of yodeling
Recommended Albums Moving Waves & Hamburger Concerto
That's all I want to say about that. I would recommend some Jethro Tull also, but there is already a thread for that...and probably King Crimson as well.