Top 5 bands that need their own concept game.

1. Tool  
 The intelligent and conceptual lyrics, with often phantasmal imagery and wide ranging emotional output, along with highly versatile music, from ambiance and droning bass synths to breakneck drumming and theatric voice work, Tool could be the stuff of some great adventure horror games. Some Lovecraftian, psychological horror of the Silent Hill type, perhaps.
2. Yes  
It should be enough to listen to songs such as their key epic Close to the Edge, while taking in Roger Dean's amazing artwork for their covers, to realize the potential for some heavy, original adventuring. Those unfamiliar with Mr. Dean's art might be surprised to feel like they've seen it all before, since his influence in fantasy concept art over the last decades is well recognized. 
3. King Crimson  
As the musical grandfathers of half of this list, they deserve some props, and yet a game maker might have the hardest time imagining a game to suit them. Get Tim Schafer on the job! That hobbit could make a great game out of your grandma's sneezes.

4. The Mars Volta  
These guys actually have a game already, although that's merely a flash-game made to promote an earlier album of theirs. Somehow I'm visualizing something akin to an exploration heavy game set in the jungles of South America, with some fantasy horror elements. 

5. Nine Inch Nails 
Trent Reznor is a known, avid, self-proclaimed gamer. How about an emotionally involving detective game with a sordid storyline set in an urban jungle? Bit of Seven, bit of Blade Runner, bit of Heavy Rain, bit of Silent Hill, etc.

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