I have experienced this as well. Usually it is something simple in the metadata that iTunes recognizes as different. Try selecting all the songs at once in that album and get info on multiple tracks. At that point you can mark them as part of a compilation. The article below walks you through this process.
Hope this helps,
This seemed to work and now all the songs appear in the same album. Interesting thing though...once you mark a song as part of a compilation then the album won't synch to an iPhone or iPod unless you select the album in the album chooser...simply selecting the artist in the artist chooser won't sync albums that are compilations.