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.
Gospel. They released an absolutely legendary prog/screamo record in 2005 called “the moon is a dead world” and then just disappeared (though they actually did release a followup last year but after a 17 year hiatus they might as well have been dead)
Honorable mention: Weakling. Birth of American black metal, released “dead as dreams” and I don’t think ever played a show