The Ecstasy Of St. Theresa Every release seems to be a completely different genre. All very good but I've known people who were disappointed after going to one of their live shows because they expected to hear them play one genre and ended up hearing something completely different.
Also
Brian Eno.
My Bloody Valentine started out as sort of noisy Punk and then went to softened noisey Shoegaze.
Idlewild started out a bit similiar but then graduated to a much more astute, more intellectualized British singer/songwriter Rock.
The Beatles Catherine Wheel - Guess you could say, that Wheel just stopped rolling as they winded down in time to a less than screeching stop.
Fleetwood Mac - Anyone who is familiar with their journey from very early British Blues to their more cerebral yet rocked out "Mysteries To Me" era up to their complete make-over with Buchingham and Nicks, which turned them ultra-commercial, would agree hands down that they have had more than their share of make-overs.
*Bearman, you are definitely right about
Primal Scream!
As far as using the exact same music vs specific performances, I have to say
Spiritualized. In later years, they've gotten in a bit of a rut with recording what sounds almost like the same old music over and over again; however, each tour presents the exact same music in a completely different manner.