ConceptArt.org has loads of fabulous pictures of concept art from lots of different videogames. If you have time, take a look. I could spend a whole day just looking at all the artists’ galleries.
Fun trivia fact: the icon I use for forums and stuff on the internets is cropped from a piece of concept art from Metroid Prime. You have to have a certain completion rate to unlock the galleries in the game to see it. This piece was created by Andrew Jones, one of the founders of ConceptArt.org.
[Thanks to Bigwig for sending in the link!]