For example, a band like Joy Division. Two masterpiece albums in the form of Unknown Pleasures and Closer, and the untimely death of Ian Curtis cut it all short. They were even heading into the direction that New Order eventually went in, and it would have been interesting to see what Ian Curtis would have done if they fully made the leap into electronic music while he was still alive.
Machines of Loving Grace released three really good albums from 1991-1995 (and had a good song on the soundtrack to The Crow), and then just stopped while working on their fourth. The lead singer now teaches at the California Institute of the Arts.