Right now? The following Albums (in whole or in part):
Away With the Faeries, The Beast With Two Backs, Science and Nature, Supernature, Vampyre Erotica, Wild, and Witch Queen by Inkubus Sukkubus.
Bloody Kisses, The Least Worst of Type O Negative, October Rust, and World Coming Down by Type O Negative.
Broken, The Downward Spiral, The Fragile, The Perfect Drug, Pretty Hate Machine, With Teeth, and Year Zero by Nine Inch Nails.
Dark Light, Greatest Love Songs Vol. 666, Love Metal, and Razorblade Romance by HIM.
Fallen, Laura, Mourning Sun, and Revelations by Fields of the Nephilim.
First and Last and Always, Floodland, A Slight Case of Overbombing: Greatest Hits Vol 1, Some Girls Wander By Mistake, and Vision Thing by Sisters of Mercy.
Antichrist Superstar and Mechanical Animals by Marilyn Manson.
Psycho Magnet, Selected Scenes From the End of the World, and Violent Acts of Beauty by London After Midnight.
Edit: Forgot VGO on that list. Picked up a CD at PAX East this year.