Interesting thread. I assume by “all they’ve ever done”, you mean “all the albums they’ve ever done”, otherwise I’m not sure I believe any of you 😉.
There a few artists for which I have everything, up to a point, the point being when they turned to crap (or the quality dropped below the starting high) and then I have nothing more by them. I’m a fairly loyal listener but once my loyalty has repeatedly been repaid with failure, I’m out forever.
Jack White & Co - At one point I did once have almost everything, albums/singles etc he ever had a hand in but gave up soon after he released a couple of lack-luster solo albums and released so much vinyl on his Third Man Record label that I could never keep up. What I do have will be worth something if I ever felt like parting with it (which I won’t).
Manic Street Preachers - Again at one point I had (almost) every LP, 12", 7", cassette-tape and CD re-issue but the last few albums have dropped off a cliff in quality terms so I have nothing recent.
Pulp - All the albums, compilations, a few singles (solo stuff too).
Eels - All the albums up to a point. Not that he is bad now but it kinda feels like ‘Blinking Lights’ can never be topped. Plus pre/post/also Eels stuff.
Gram Parsons - His BB albums, solo stuff, re-issues, compilations etc. It’s all good, if only he’d lived long enough to do more.
The Smiths/Morrissey - I have everything up 'til the recent years when he’s gone way off the boil and possibly insane.
Radiohead - Everything up to ‘In Rainbows’. Anybody listening past that point is kidding themselves that they are still good LOL
Billy Bragg - Every album re-issue which have all the singles/b-sides too. So pretty much the lot.
British Sea Power - Up to a point (3rd LP) I have everything in all formats (plus solo stuff) and t-shirts. After that I lost interest and the beautiful artwork dried up making it less collectable.
Pixies - Everything before the new sans-Kim-Deal stuff. No interest in that really.
Kraftwerk - All the main albums, not the pre-Autobahn instrumental stuff.
Honorable mentions…
Bob Dylan - I’ve got 25+ albums. All the important stuff (arguably) but nowhere near complete.
Iggy Pop/The Stooges - I’ve got loads of the albums and compilations but he’s released a lot of rubbish inbetween two or three of the best albums ever recorded.
Elvis Costello - 10+ albums (all genius) but he’s got so many.
Led Zeppelin - Everything up to the last couple of LPs… nobody owns them… even Led Zeppelin themselves LOL.
Probably lots of other bands but I forget.