Iron Maiden:"Charlotte the Harlot", "22 Acacia Avenue"
Charlie Daniels:"The Devil Went Down to Georgia", "The Devil Comes Back to Georgia"
Mettallica: "Unforgiven", "Unforgiven II"
Bobby "Boris Pickett: "Monster Mash" (1962) "Monster Rap" (1985)

Anyone have any more?

David Bowie: Space Oddity (1969), Ashes to Ashes (1980)

Harry Chapin: "Taxi" (1972), "Sequel" (1980)

Nas: N.Y. State of Mind (1994), N.Y. State of Mind Pt II (1999)

You forgot something, Metallica - Unforgiven III.

Papoose - Law Library Part 1 to 6 (more coming)...

Pearl Jam

from wiki:
"Alive" and "Once" formed part of a song cycle Vedder called the Mamasan trilogy (the third song, "Footsteps", appeared as a B-side on the "Jeremy" single). Vedder explained that the lyrics told the story of a young man whose father dies ("Alive"), causing him to go on a killing spree ("Once") which leads to his capture and execution ("Footsteps"). It was later revealed that Vedder's lyrics were inspired by his long-held hurt in discovering at age 17 that the man he thought was his father was not, and that his real father had already died.

Dream Theater - "Metropolis Part 1: The Miracle And The Sleeper" on Images and Words album, and then Metropolis Part 2: Scenes From A Memory (can be treated as one song )

Not sure if these/this song(s) really falls into this category, but:

Eanie Meany (#5), Eanie Meany 2 (#11) -- from Jim Noir, album Tower Of Love.

How could this not be posted yet??

Pink Floyd -- Another Brick in the Wall Pt 1,2,3