Zevon's last album is titled "The Wind" and yeah it really does stand out! His last performance on Late Night w/ Letterman is also something to check out. Really lots of his material is interesting to check out, even the stuff that doesn't do it for me is still good to enjoy!
I also love "Brainwashed" by George Harrison. Now I want to listen to the last Bowie album, assuming it was made in a similar context. It also makes me wonder if there's a list of all albums made in a similar vein. It would be an... emotional experience to listen to them all back-to-back!
Maybe I should just not subject myself to that.