Opposite of this thread. Because while I’ve drifted away from bands, it’s never been because of a sea change (rather, because of a lack of quality or originality.)
But there have been several bands that I’ve stayed with despite a pretty abrupt shift in direction.
The Promise Ring. Their 4 LPs have been at least 3 major changes in direction, if not 4:
30° Everywhere: Emocore. (In other words, hardcore punk but with emo singing and lyrics.)
Nothing Feels Good: Pretty much a clone of Weezer’s more polished efforts.
Very Emergency: Back to deliberately sloppy punk, but this one is fast and upbeat where 30° Everywhere was slower and muddier.
Wood/Water: Mostly soft rock, singer-songwriter-ish with a retro-70s on several tracks.
I like all incarnations of this band.
Panic (!) at the Disco. Their second major album went in a more Baroque, Beatle-esque way than their first. No more angst, really, and I initially didn’t like it but the singing and music was so good that it grew on me.
Then, half of them left the band and they went back to their previous sound. Their third album sounds like what the followup to the first should have been. There is some angst as well, but it’s not as deliberately unfocused and random as the first.
The next two only sort of count because they made the extremely different albums before I became a fan:
Coheed and Cambria. While their last album was radically different from their second, the changes were so gradual that none of them were a sea change. But not so their first album (confusingly entitled Second Stage Turbine Blade versus their second (again, In Keeping Secrets of Silent Earth 3). SSTB is a somewhat emocore foray into sloppy yet melodic punk, whereas In Keeping Secrets is pretty much Nu-Metal. (Subsequent albums would continuously strip out both the alternative and classic-progressive elements from the Nu-Metal sound until their last album was just generic hard rock, but at no one point was there a radical change.) While I don’t like their last album too much, I like both sides of the nu-metal versus emo divide in Coheed’s beginning.
Elvis Costello. I’m not up on a lot of later Elvis chronology, so there might be some departures I am missing, but This Years Model is a pretty big break from My Aim is True. The former is a perfect encapsulation of the cynical angry young man playing non-electronic New Wave, while the latter is a deliberate exercise in retro rock n roll. Even most of his signature wordplay is informed by what was then classic rock and country, leaving an inner core of cynicism you can barely get to by scratching off the veneer of pastiche. But I like both albums nonetheless.