I stumbled upon this article about double albums in the Guardian right before I interviewed John Cobbett of Hammers of Misfortune this afternoon. The new Hammers release (out this week on Profound Lore) is a double too. Although I can discern a theme in the artwork and lyrics for each half of the album, I wouldn't call it a concept album à la The Lamb... or The Wall. As the band themselves say, it's more like a split release with themselves.
I reviewed it for the last issue of Unrestrained!, so I won't rehash that here. Listening to it again now, I hear a lot of Blue Oyster Cult and Heep in it, along with the expected Lizzyness and Maidenisms. The singing throughout is also amazing, considering the tossed-off grunting that a lot of metal bands proffer. They've clearly put a ton of work crafting melodies and harmonies to carry the songs along. Hammers of Misfortune are doing remarkable things on a shoestring, and have earned the right to unleash a double LP. It's well worth forking out for.
You might also want to read this post on their blog for some defiant, inspiring words.