Interstella 5555 is still one of my favorite movies. It's an anime movie where the entire soundtrack is the album Discovery. There are no vocals, the entire story is told by only the animation and music, and it works incredibly well.
I guess there is the concept of a Rock Opera, but that doesn’t seem to have expanded much across the genres.
This Playlist has them all in order: https://youtube.com/playlist?list=PLSdoVPM5WnndLX6Ngmb8wktMF...
Sorry, in retrospect my comment was a bit confusing.