I'm not talking about innovation or natural progression. What artists changed dramtically either over the course of time or for a brief period?
Obviously, Elvis Costello did the country western thing and Joe Jackson did the swing thing.
Kevin Rowland is a standout for me. His work with The Killjoys which was pure, raw punk was so different than his work with Dexy's Midnight Runners (whose style, in itself, changed as it gravitated towards a more Celtic influence).
Who else comes to mind?
