Christian Death - Only Theatre of Pain (1982)
I was only previously familiar with the song 'Stairs - Uncertain Journey', but this whole album is pretty cool.
Fields of the Nephilim - Elizium (1990)
Bombastic gothic rock with a strong emphasis on atmosphere. It took me a few plays to get into but this seriously good.
The Eden House - Smoke & Mirrors (2009)
A gothic rock/ethereal wave supergroup of sorts. Also delightfully atmospheric.