In the Court of the Crimson King - King Crimson

Rock & roll and pop are the direct sons of blues. If you listen carefully, you can easily track the structure of most rock and pop songs to the blues' basic melody. When rock & roll was in its infancy, however, some bands were influenced by jazz rather than by blues. Progressive rock and heavy metal are directly linked to jazz: a guitar virtuoso is closer to Charlie Parker or Thelonious Monk than it might seem. 

The ultimate example of how progressive rock is linked to jazz is King Crimson and their debut album, In the Court of the Crimson King, which is probably the first progressive rock recording in the "proper" sense of the term. Noise and lyrics apart, this KC concert in 1969 can perfectly pass as a jazz show. In addition to its excellent musical quality, In the Court of the Crimson King is an extremely important album in the history of music because it created a clear distinction between the bands who claimed their ascent from blues (pop, light rock) and the children of jazz (heavy metal, progressive). Since then, few bands, with the remarkable exception of Pink Floyd, have tried to bridge the gap between the two traditions of modern music, forget about doing it successfully. 

There is a reason why late 1960's bands like KC decided to emulate jazz rather than blues: jazz is much more complicated and structured than blues, and offers more possibilities to experiment and improvise live. Jazz allows musicians to push music to its limits: scales, tempos and improvisations are subject to the imagination and ability of the interpreter. The link between jazz and progressive rock is the result of hyperactive, hypercreative, and hyper-high musicians who got tired of the structure of "Hey Jude". 

Since their first album, KC has done exactly that: push the very concept of music to its last limits. Though the band is now pretty much in the mainstream, the reality is that every production of King Crimson is an experiment, some of which are quite decent, and some of which are a complete disaster. There are two problems with being a continuous experimentation: the first one is that people eventually get tired of experimenting; that explains why KC doesn't really exist as a band. KC dissolves every now and then because they get tired of Robert Fripp's ideas. KC is, in fact, Robert Fripp and the musicians who share his conception of music at a given moment. The second problem with being an experiment-in-the-making permanently is that your fan base becomes very narrow and composed mostly of groupies who really don't have any criteria. Most people wouldn't believe that this song and this song are performed by the same band, and in fact they arent: KC is just a label for Robert Fripp's creativity and escort musicians. Fans who say they like "everything" or "most" of what KC produced don't realize that the band have produced very contradictory pieces in their 40+ years of trajectory.