The Symbian Anna update added support for Album artist field/tag to the Music player and if any tracks on an album are missing this information those tracks are shown individually under separate albums.
To correct your music library move affected tracks to your PC, add Album artist detail to those tracks by using, for example, some tag editor application or similar functionality (Advanced Tag Editor) in the latest version of Windows Media Player, transfer tracks back to device and refresh your music library.
Music ripped, for example, with latest version of Windows Media player will have correct Album artist detail in place as will music purchased/downloaded from Nokia Music Store.
For compilation albums with album artist information in the ID3 tag of a track and the same name in the track artist information, all tracks of an album are displayed as separate albums in landscape mode. This issue is fixed in Nokia Belle.