Many of the bands. Sticking to power metal and just from the top of my head: Rhapsody of Fire and related bands, Avantasia, Blind Guardian, Sabaton, Kamelot, Iced Earth, Gloryhammer, Ayreon and related bands (not quite power metal but the overlap in audience is large I believe)...

I would even guess that in this genre, more albums are concept than not.

My favourite band: Dream Theater. Their (arguably) best album is a concept album, they have a few. Also Insomnium’s latest “Anno 1696” is a concept album.