Frank Zappa's 1966 Freak Out album is considered by some to be one of, if not "the", 1st prog concept albums. Of course all FZ's records could be considered concept albums since they were all part of his Project/Object concept, to wit:
http://wiki.killuglyradio.com/wiki/P...Object_concept
For concept albums in general, here's some food for thought:
http://en.wikipedia.org/wiki/Concept_album