Is there a more Scottish band than Glasvegas? Their new album Later...When the TV Turns to Static is nothing short of a deep bunch of moody, rainy-day, emotional, bitter lyrics with dark, wintery, moody melodies. C'mon, the album includes a song called "I'd Rather Be Dead (Than Be With You)." Depressing as always but intricately melodic, if you are in the mood for that type of sound, check this album out. Or their excellent self-titled album from 2008.
Okkervil River's The Silver Gymnasium is another one of their concept albums. This time the album centers on characters living in Meriden, New Hampshire in the mid-1980s (according to this NPR post from All Songs Considered)). The album is conceptual but real. It doesn't have any interludes like The Stand-Ins. "Pink Slips" and "Down Down the Deep River" are very good. It is a more straight-forward pop-record.
Nine Inch Nails released their first album in almost over 4 years. Entitled Hesitation Marks, it is a great example of how to do industrial, goth dance pop successfully. I was enchanted from the moment "Copy of a" began and never bored as the record moved along.