Heres my list:

Coven: Witchcraft destroys minds....
Enon: Grass Geysers
Miranda Sex Garden: Fairytales of Slavery
Marilyn Manson: Portrat of the American Family
Nine Inch Nails: The Downward Spiral/ Further Down the Spiral/ Ghosts i-iv
Machines of Loving Grace : Concentration
Venetian Snares: Doll Doll Doll (esp All the Children are Dead)
Death in Vegas: The Contino Sessions


there are many many more, I'll post them later.