The KLF, a/k/a The Timelords, a/k/a The Justified Ancients of Mu Mu, a/k/a The JAMS, a/k/a The K Foundation, a/k/a The One World Orchestra, a/k/a 2K among others have had one of the more interesting histories of pop music, especially one spanning over such a short time. Bill Drummond and Jimmy Cauty started as The JAMS in 1987 with 1987: What The Fuck Is Going On?, which was promptly sued-and-then-burned out of existence because of the uncleared samples on it. They reissued it as an EP minus all the samples with instructions on how to recreate the original album. After that, they had a number one single with "Doctorin' The Tardis", a combination of the Dr. Who theme and Gary Glitter's "Rock 'n' Roll Part II", then proceeded to write a book, called The Manual (still in print!), telling the reader how to record a #1 single. As the KLF, they recorded a series of hit singles while working on a film, The White Room. The song "Kylie Said To Jason" was the teaser single for The White Room Soundtrack, but unfortunately, the single tanked (unfairly, in my eyes; it seems to have been later plundered by many more successful artists who had hit singles ripping it off), and the album was never released. (The album The White Room, which was released, is entirely different than the Soundtrack.) After that, they put out Chill Out, credited with basically starting the '90s Ambient movement.
In 1992, they quit the music industry in a different way than most people: They played an awards show, where a noise metal band played a version of one of their hits, while Bill Drummond fired a machine gun (filled with blanks) into the audience. After the performance, a recording played over the PA: "The KLF Have Now Left the Music Industry" – and folks leaving the awards show came upon a dead sheep on the steps of the building. (The metal band, Extreme Noise Terror, were not amused; they weren't told of this part of the plan and were all vegetarians with strong feelings about animal rights.) The next day, the KLF deleted all of their albums in the UK (still selling strongly, and one would suspect that their sales would have gone up due to the events of the night before had the albums remained in print) to show they weren't kidding.
Since, they've done the occasional single under different names, but they're possibly most famous for burning one million pounds of their own money and making a film (Watch The K Foundation Burn A Million Quid) of it. (Later, a book came out with transcripts of the question-and-answer periods from when they toured the film; though, it was a bit different than most Q-&-A sessions; it was The K Foundation asking the questions for the audience to answer.) There's much, much more to their story, though, so you might want to check around online for more info – it's really, really interesting. And they made some great records, too. (Luckily, they were unable to have the records deleted in the US, so some of them are still available.)