Can't play albums in iTunes
This is often caused by iTunes' insistence on only playing songs that are 'checked', even though you can't tell whether they're checked or not except in Songs view. 

If you don't need the functionality that checking songs is used for (syncing with other devices, or limiting what appears in smart playlists), you can turn it off by unchecking Preferences > General > Show List Checkboxes. Then iTunes will play any selection you like without stopping.

If you don't want to disable checkboxes, as @Buscar웃 says, the Up Next list is your (somewhat unintuitive) friend.