I had the same problem as most of you are having, and have found a cure! Hopefully it'll last. Before I made my first sync with iTunes since upgrading to iOS 8.4, all the artwork was there as always. I even had iTunes Music on. Then I turned it off since I don't use it anyways. I still had all my artwork at this time. I lost it all when I finally synced my iPhone with my PC. I did a bunch of research on all the forums, and found one easy thing I figured I'd try that seemed to work with several other people already:
1: Sync your phone with iTunes and make sure you select to Remove All Music from your device on this sync. Simply uncheck the box "Sync Music" and Apply Changes/Sync.
2 Next, after that sync is complete, and you don't have music on your phone, simply sync your phone again, but this time with "Sync all Music" selected once again. Just throw all the music back onto the phone and somehow the artwork is back.
I've kept iTunes Music streaming turned off at this point, since I have no intention of ever using it. Not sure if that has any bearing on fixing the artwork problem or not, but that's how my phone is set up at this time, with all my artwork intact. Cheers!