I was thinking about this the other night - let's have some examples.
I'm not talking about bands with a few stylistic anomalies in their back catalogue - I mean bands who have mutated beyond recognition between their debut and their last/most recent album. I was listening to some old Of Montreal the other night, and it may as well be a different band. Yet, if you were to listen to all their stuff in succession, it makes a relatively seamless progression. There's my example.