BioShock Infinite is without a doubt a great looking game. Fact. The concept art is no different, and artist Ben Lo shared a bunch of concept pieces he created for the game over on his personal blogspot.
Most it involves the city of Columbia, ranging from the welcoming world players experienced in the very beginning, to the darker side over in Finkton. I've included some of my favorite pieces below, and the rest can be seen over on Ben's site.
Definitely take a look as there's plenty of shots depicting areas that never made it into the final game.