If you like Blues, Guy Davis is a special treat. A great guitar player with a voice like it comes from a gravel pit, he's both a great story teller and a talented bluesman. Some of his pieces start out as stories simply told with a musical accompaniment, that then lead into a song.
He also did a great harmonica piece which involved a story about a train traveling along, passing chickens, a chain gang, hounds and pigs, each part of the story imitated on the harmonica. Cool.
If you get a chance to, don't miss him.