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Dream Theater - Live Scenes from New York. "Coincidentally, the album was originally released on September 11, 2001. Because the cover artwork depicts the New York skyline, including the twin towers of the World Trade Center, in flames, it was recalled and re-released shortly with the band's Majesty symbol in gold instead." 
Album here
Jay Z - Blueprint. Probably the most influential event for Americans that happened that day
Nickelback - Silver Side Up. Most tearjerking and saddest thing you could've listened to that day
Bob Dylan - Love and Sweet. Most bittersweet thing you could hear that day
Slayer - God Hates Us All. Biggest indicator you can find that day that God hates us all
Can we get an honorable mention for Jimmy Eat World's fourth studio album, 'Bleed American'? It was released in July of 2001, but rereleased as a self-titled album following the September 11th attacks, then again rereleased under the original name in 2008. Tells a bit of a story.
Jimmy Eat World - Bleed American. The most American of blood was spilt that day
In the middle of the ride