I feel this. One of my favorite artists, Ray LaMontagne, has entire albums that he has apparently (due to essentially rumors and, at some point, wikipedia) worked hard to completely remove from the internet. They're from his early days and a little different in terms of his style and voice, but I never found anything definite about the reasoning. However, these albums have some of my absolutely favorite material of his, far more than what you can find on even YouTube now and I was fortunate enough to get some of the tracks digitally years ago and hang onto them. Some of them have even been covered more recently and become pretty popular.