Fav Consecutive Albums by An Artist

Steely Dan:

Can't Buy A Thrill
Countdown to Ecstacy
Pretzel Logic
Katy Lied
Royal Scam
Aja
Gauc

Have to go along with the Dylan runs. Already mentioned, therefore no need to repeat them, except to say that if he comes out with another winner, then "Time Out of Mind," "Love and Theft," and whatever comes next will be a third or fourth great run.

John Hiatt:
Bring the Family
Slow Turning
Stolen Moments

Fleetwood Mac (modern incarnation):
Fleetwood Mac
Rumors
Tusk

Grateful Dead:
Workingman's Dead
American Beauty
Live/Dead

Ooops...correction: Live/Dead precedes Workingman's and American Beauty.

Tumbleweed Connection
Madman Across The Water
Honky Chateau

Little Feat
Sailin' Shoes
Dixie Chicken
Feets Don't Fail Me Now
The Last Record Album

What Were Once Vices Are Now Habits
Stampede
Takin' It to the Streets
Livin' On The Fault Line

Court and Spark
The Hissing of Summer Lawns
Hejira
Don Juan's Reckless Daughter

Music From Big Pink
The Band 
Stage Fright

Skylarking
Oranges and Lemons
Nonsuch
Apple Venus Vol. 1

The Velvet Underground and Nico
White Light/White Heat
The Velvet Underground
Loaded

At Fillmore East
Eat a Peach
Brothers and Sisters

Fifth Dimension
Younger Than Yesterday
The Notorious Byrd Brothers
Sweetheart of the Rodeo