Welcome To My Nightmare (Clear Vinyl). Welcome to My Nightmare is the eighth studio album by Alice Cooper, released in March 1975. This was Alice Cooper's first solo album (all previous Alice Cooper releases were band efforts), and his only album for the Atlantic Records label. The ensuing tour was one of the most over-the-top excursions of that era. Most of Lou Reed's band joined Cooper for this record. - It is a concept album; the songs, heard in sequence, form a journey through the nightmares of a child named Steven. It inspired the Alice Cooper: The Nightmare TV special and a worldwide concert tour in 1975, and the Welcome to My Nightmare concert film in 1976. A sequel, Welcome 2 My Nightmare was released in 2011.