there are countless instances of stories told over multiple tracks. that is the idea for most musicians though, to tell a story. doing it over multiple tracks allows for a story with different "chapters".
Let's not forget all the cultures out there, who passed their own stories from generation to generation in music and song, as well as actual story form. It's been going on since the dawn of humanity..nothing new, strange or wonderful about it all really.
Not what I would expect to be of any interest here, however the story of this record is pretty neat.
Jackson Browne Running on Empty is a record all about being a touring musician. Also every song is recorded on the road. From in concert to hotel rooms and tour bus. As someone who lived that lifestyle for a while, I really found the record connected with me. Funny I never discovered it until 2004. Sure, heard it in passing but actual listen was way late. hahaha