Turisas is a band that performs a subgenre of power metal called Folk or sometimes Viking metal. In addition to the standard guitars and drums, they make use of a number of effects not common to metal such as a male choir, the violin, and the accordian.
While not specifically a concept band, 2 entire albums and a few tracks from another album concern a singular historical saga: The Varangian Guard. These songs detail the journey of a band of vikings through the river systems of eastern europe, alternately plundering and trading along the way, before reaching Miklagard (lit. The Great City) aka Constantinople. Once there, these vikings ingratiate themselves to the Eastern Roman Basileus and become his personal guard, engaging in daring escapades of war and slaughter. Eventually, the most prominent Varangian learns that he has a claim to the throne of Norway, and the Varangians make a daring escape from Constantinople with all the riches they had acquired.
Not only are these songs awesome to listen to, but I can't think of a more ACKsian band of adventurers than the Varangians. They've got everything: wilderness travel, looting, mercantile ventures, signing up as elite mercenaries, and ultimately taking control of a kingdom.
(their earlier stuff is good too, probably steer clear of "Turisas2013" though, it's a bit of a stinker)