I have just been importing some music into iTunes from an external drive. Sometimes iTunes doesn't recognise songs as belonging to the same album, even if they have the same Album name. (Bad iTunes!)

The solution is to select all the files in iTunes that belong to the same Album. Right-click and choose "Get Info" from the menu (you may get a warning here that you are changing multiple items). You should see them as all having the same Album name. If they don't then edit the "Album" field with the name of the Album. Secondly, set the "Album Artist" field to be "Various Artists". If you click OK, you should now see the music in iTunes shown as being part of the same Album.

I quite often then go to the "Options" tab, and set the option "Part of a Compilation" to be "Yes", and because a lot of my music tends to be electronica and dance music, I also set "Gapless Album" to be "Yes".