it is getting harder and harder to find a complete album that is coherent throughout, like a good novel. Sufjan Stevens Illinoise fits the bill, however and there are a few more out there and they are usually pretty obscure.
Even the few newish albums that I really like (Wolfmother, Black Keys, Secret Machines) are just collections of good to great songs, really, not masterfully put-together art. The Raconteurs is the only exception that I can think of. Surfjan Stevens' album is definitely creative and it has flow... but I think Surfjan Stevens sucks, so that kinda kills it for me :D