Going by music genre:
Hip Hop: To Pimp A Butterfly (by Kendrick Lamar), The Forever Story (JID), Madvillainy (MF DOOM), Hell on Earth (Mobb Deep)
Electronic: Selected Ambient Works (Aphex Twin), Exai (Autechre), Duntisbourne Abbots Soulmate Devastation Technique (μ-Ziq)
Black Metal: Filosofem (Burzum), Panzerfaust (Darkthrone), Pure Holocaust (Immortal), Exuvia (The Ruins of Beverast)
Death Metal: Scream Bloody Gore (Death), Realm of Chaos (Bolt Thrower), Under the Sign of the Black Mark (Bathory)
Country: Southbound (Doc Watson), Poor David's Almanack (David Rawlings)
I'm just breaking into country and jazz. If anyone has some classic must-listen albums, I'd be all ears.