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.
Traveling Wilburys. I know a supergroup of old guys is kind of cheating as an answer to your question. But it’s a shame they weren’t able to record more.
They never did release volume 2, only volumes 1 and 3. So sad.