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.
Not very well known, but Darcy Clay, a singer from New Zealand who only released a 6 track EP before taking his own life. His music reminds me a lot of early Beck. It would have been great to hear what he could have done.
Also My Red Cell, a Welsh (I think) punk band that released one album almost 20 years ago. I really liked them as a teenager, but they never took off.