Well, now that I've got the proverbial ball rolling, time to continue with the next artist in the series.
King Crimson, you are up!
A: A Voyage To The Centre of the Cosmos
C: The Court of the Crimson King
G: The Great Deceiver
H: The Howler
L: Larks' Tongues in Aspic, Part Two
M: Matte Kudasai
N: The Night Watch
O: One More Red Nightmare
P: Pictures of a City
T: 21st Century Schizoid Man
W: Waiting Man
Unfortunately, the Crim use the same letters at the beginning of their titles, so there aren't many songs on my list.
P.S. This is based on the albums that I have from them on my computer, there may be some out there which might fill some gaps, but I haven't heard them yet.