I don't know if it's always the third album for a band which signifies a turn to a "difficult" sound, but there sure are a lot of artists who won wider recognition with their third studio album. Some examples are War, The Man Who Sold The World, Alligator, The Suburbs (well, they were gaining a lot of love already by the time Funeral was recognized by Pitchfork, but that album gave them a status of kind-of super-stardom), Born To Run, Parklife, Urban Hymns, The Marshall Mathers LP, London Calling and the list goes on...
MercuryTurn your back on the pay-you-back last callProfile St. Louis
OK Computer is on slightly a difficult third album.
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Not to be difficult or anything but that linked article doesn't discuss this at all. I have heard of this phenomenon though. Another good example is Master of Puppets by Metallica.
Or Electric Ladyland by Hendrix Experience is another great example.
Rubber Soul perhaps? I know it's not particularly "difficult", but it marks that important Beatles' artistic shift
Rubber Soul is overrated, that artistic shift had already begun on I'll Be Back on A Hard Day's Night and No Reply, I'm a Loser, I Don't Want to Spoil the Party and What You're Doing on Beatles for Sale.
As for the topic, best examples are:
Third - Soft Machine
Trout Mask Replica - Magic Band
New Picnic Time - Pere Ubu
The Faust Tapes - Faust
Tago Mago - Can
Ummagumma - Pink Floyd (unless you count More)
MBV - My Bloody Valentine (maybe)
Half Machine Lip Moves - Chrome (maybe)
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