Lots of good one's already mentioned (^ the strings on 'Sometimes...' are AMAZING). For now, going to add:

Jim O'Rourke - Eureka
Leonard Cohen - Songs of Love and Hate
John Cale - Paris 1919
Nico - Desertshore
Smokey Robinson and the Miracles - Make It Happen

Sure there's tons I'm forgetting...

Some of mine:
Dr John: City Lights
Lou Reed: Berlin
John Cale: Paris 1919
Procol Harum: In concert with the Edmonton Symphony Orchestra
Deep Purple: Concerto with group and orchestra
Yes: Time and a word
Frank Zappa: Lumpy Gravy
the Nice: Five Bridges
the Nice: Ars Longa Vita Brevis
Björk: Homogenic
Björk: Vespertine
Nick Cave and the Bad Seeds: Good Son
Tom Waits: Blue Valentine
Love: Forever Changes
the Beatles: Sgt Pepper
Beach Boys: Pet Sounds
Sielun Veljet: Softwood music (under slow pillars)

PJ Harvey's "Dry" has some pretty interesting cello bits in the background, thanks to Rob Ellis.

Have you heard that new song by Circuit Des Yeux, ''3311''? Wow, really beautiful. Nae strings tho.