You know how sometimes bands will do that thing where the end of one track on an album will lead into another? I think it has never been done better than this:
The Impossibles from 4 Song Brick Bomb:
1) "Disintegration (Is The Best Album, Ever)"
2) "Get It + Got It = Good"
The second best execution is the Tuesday songs "So Awake" and "Too Much of Today" from their only full-length album, Freewheelin' (one of the best albums, ever). I'll warn you, these videos have no movement and the first song is but an instrumental - but it is so good it will make you go mental (trust a guy who usually doesn't like instrumentals).
Note: maybe things have improved, but iPods make putting these songs on mixdiscs tough because they have about a second break in between tracks.