I recently fell in love with a band called Thank You Scientist. They are an alternative prog rock band who use big-band instruments (brass, woodwinds, etc.) to back up their music.
I've been searching for prog metal bands with similar instrumentation but to no avail. The closest I've managed to find is Icarus the Owl, who use similar chord progressions, vocal riffs, and guitar playing style. They don't quite qualify for the "metal" part though.
Are there any metal groups with a prog sound and jazz instruments?