Paul Roberts, lead singer/song writer for Sniff 'n' the Tears, is an amazing painter and did all their covers.
Joseph Arthur has painted many of his album covers. Rather than posting lots of pictures you can look at them here: http://www.josepharthur.com/2012/discography/
doesn't qualify for this thread, as she doesn't appear on the album (although they do perform one of her songs)
Someone please Post, .And You will know us by the Trail of the deads covers, the guitarist and singer draws brilliantly!