People should read what this thread is really about instead of just complaining about it. The whining about people whining about Vertigo X2 is getting old as well. (Yes, I realize the hypocrisy of that comment.)
Back on topic, I don't know of any band that did it regularly (other than those mentioned), but Phish did something close, but it was so freakin' cool.
They opened with the song Harpua which is about a guy in the desert who is dreaming (I think that's correct), right when the song starts talking about what he is dreaming Phish proceeded to play the entire Dark Side of the Moon cd nonstop from beginning to end as if that is the dream the guy is having. After playing through the classic Pink Floyd album, the went back into the end of Harpua. The incredible part is how spot on they sounded on the Pink Floyd stuff. One would probably read this and think they did their own rendition of it, but they played it perfectly. It was unreal!! I didn't see the show, but I used to have it on MP3. In fact if anyone has this I'd love to get a copy. I lost mine in a computer crash.