Turntables thump when turning off?

You know what the Doctor says to patient?

It hurts when I do "x" Doctor-then don't do "x"

Yeah no sheet.  I was looking for a solution to having to turn down the volume or mute each time I change the record.  Just pointing out that if left at normal volume that I play a record at the thump is dang loud.  Obviously I don't do that and I turn it down.  

Sounds like plenty of suggestions.  I was thinking it's probably not a fault of one of the tables.  I have a VPI classic 3, a Rega RP 8 that is brand new and an old Dunlop Systemdek IIX and they all do it and with two different phono preamps and various amps and preamps.  I'll try some of the more careful wire routing see if that helps.  Thanks for the many useful suggestions.  

I was thinking it's probably not a fault of one of the tables.  I have a VPI classic 3, a Rega RP 8 that is brand new and an old Dunlop Systemdek IIX and they all do it and with two different phono preamps and various amps and preamps.

Now that's an interesting bit of information! And that causes me to think its not a failed power switch bypass cap. You have something more basic. I would investigate your AC wiring- have an electrician test the outlet to see if its properly grounded and the AC wiring is correct. This could also be caused by an unshielded tonearm cable being routed very near the  turntable power supply, but this latter idea is a bit sketchy.

Best practice is change the input or mute every time. If you think that's a hassle, maybe after you call the electrician, re-wire your house, and six weeks later still have the same problem, you will have a shall we say somewhat different perspective on that?