I believe that this exists already, but my favorites are:
King Crimson:
Lizard - war
Epitaph - the end of the world
In the Court of the Crimson King - dreams of Robert Fripp
Cirkus - who knows
Pink Floyd:
Time - wasting away your life
Dogs - corporate elite
The Gunner's Dream - a dying soldier's dream for a utopian world
Echoes!!! (my favorite) - humanity's capacity for empathy
All of the Wish You Were Here Albums - Syd Barrett/Music Industry
Us and Them - war, how both sides are human
Jethro Tull:
Locomotive Breath - religion and the Church's follies
Thick as a Brick - social commentary on everything
Baker Street Muse ("there as a little boy, stood on a burning log, rubbing his hands with glee"...) - life on the streets
Van Der Graaf Generator:
Killer - apathy
All of Pawn Hearts album - internal torment and political folly
Undercover Man - who knows
Scorched Earth - warfare
Arrow - dying
The Emperor and his War Room - foolish wars
White Hammer - overcoming oppression
Magma:
All of them for sheer creativity
Genesis:
The Return of the Giant Hogweed - exactly what the title says, or fascism
Supper's Ready - the book of Genesis/nothing at all
Get 'Em Out By Friday - property seizure/picking on the poor
The Musical Box - too complicated to explain briefly
The Fountain of Salmacis - hermaphrodites
Dancing With the Moonlit Knight - death of the british empire
Firth of Fifth - humanities follies, inability to save themselves
Hawkwind:
Magnu - haven't quite figured out it's meaning yet
And a variety of others