Yes, this is a persistent problem. The old iTunes had it with ARTIST view, and the new Music app has this problem with ALBUMS and ARTISTS. It's obnoxious.
The first thing to try is to click into the whole album (not just a song, and if your album is broken into multiple parts select each part all at once by using ctrl), then right click, then click GET INFO and click on the tab for "SORTING" and if anything in any of the SORT AS fields is black (as opposed to light grey) delete it; also delete anything in the SORT AS field that says "mixed" (even if it's grey). That will clear out a lot of problems and ought to recombine your album.
Sometimes this doesn't work though. If the album doesn't go back together, I have been able to "trick" the app into fixing it by doing this: do the same as above for selecting all the bits of album and then change the ALBUM NAME and then change it back (e.g. select all three instances, right click, click get info, replace the title "Made Of Rain" with "Made Of RainB" and save it. That should pull them all into the same album again. Then repeat and change the title back to the correct title). What an unnecessary pain in the butt though.
ALSO, I've noticed this fix does not always "stick" and the album splits again in a day or two - which means there is some back end problem with the app, it's not you or me.
For example, the new Psychedelic Furs album was downloaded as one album. I went in and added the correct info (album title, artist, no "album artist," and comments). A couple of days later the album showed up as broken into multiple entries (i.e. the album name and band name was the same but one instance of the album was tracks 1-3, 5 and 6 while another was track 4, 7, 8, and 10-12 and a third instance was just track 9). After messing about for a while, I did what I suggested above and got the album to go back together. The next day it was split again (although not the in the same way as it previously was). So I did my trick again. 2 days later it happened again. Fixed it again. So far it's sticking now. BUT THIS IS HAPPENING TO ALL SORTS OF ALBUMS AND IT HAPPENS IN ARTISTS TOO (the "fix" for artists is essentially the same, but you click on the first instance of the artists, select all the songs in there, right click, change the name from Psychedelic Furs to Psychedelic Furs BOB and save. Repeat for each instance until they are all under the Psychedelic Furs BOB artist, then select all of those and change it back to just Psychedelic Furs. What a pain in the butt. This needs a real fix because who knows what else it getting jacked up in the backend that we can't see! Certain artists have been particularly resistant to recombination therapy (for me it's Frank Sinatra and Stone Roses).
APPLE PLEASE FIX THIS.
I don't have a screen shot of the album problem as I have just fixed all of mine last night, but here's a picture of the Artist issue: 
