For the sake of brevity, I won't include anything that's already been listed.
Classic Saxophone Concertos (Gary Louie, St. Petersburg State Symphony Orchestra & Vladimir Lande)
You haven't heard classical saxophone until you've heard this album. Absolutely stunning musicianship and well-rounded repertoire. Includes the best recordings of the Glazunov Concerto and Frank Martin Ballade out there, along with transcriptions of Bizet's Carmen Fantasy, Rachmaninoff's Vocalise, and Schumann's Träumerei.
The World Famous Warsaw Philharmonic Orchestra (James Forger, Warsaw Philharmonic Orchestra & Robert Black)
James Forger, former Professor of Saxophone and current Dean of the College of Music at Michigan State University, performs John Anthony Lennon's stunning Symphonic Rhapsody. This recording cemented Forger as one of my favorite classical saxophonists when I first heard it, and it showcases a level of musicianship few other classical saxophone recordings have matched.
Available on Amazon.
James Aikman: Venice Of The North Concerti (Taimur Sullivan, St. Petersburg State Symphony Orchestra & Vladimir Lande)
PRISM Quartet baritone saxophonist Taimur Sullivan performs American composer James Aikman's Concerto for Alto Saxophone and Orchestra. Taimur Sullivan is another player that deserves more recognition, and this recording makes that case extremely clear. At the most recent North American Saxophone Alliance Conference, he performed this piece as one of five concerto soloists on the concert that closed out the first day, and his performance was the highlight of the concert in my opinion.
The piece itself is very reminiscent of Philip Glass (especially in the second movement), along with hints of Alban Berg.
Under The Sign Of The Sun (Claude Delangle, Singapore Symphony Orchestra & Lan Shui)
French standards recorded by the Patron of the Modern French School. I generally don't look to Delangle when it comes to the standard repertoire (I prefer Jean-Yves Fourmeau or Daniel Gauthier), but he really shines here. His recording of the Ibert is one of only three which contains all of the altissimo that Ibert wrote, and this album also contains the rarely heard orchestrated versions of Paul Maurice's Tableaux de Provence, Florent Schmitt's Légende, and Milhaud's Scaramouche.
Saxophone Concertos (Nobuya Sugawa, Philharmonia Orchestra & David Parry)
Japanese superstar saxophonist Nobuya Sugawa's not-easily-accessible solo release on the EMI label contains some of his best playing. In addition to recordings of Debussy, Glazunov, and Ibert, this album also contains the premiere recording of Takashi Yoshimatsu's Cyber-Bird Concerto. Available on Amazon.