The Last Shadow Puppets - Age of The Understatement: Age of the Understatement, Standing Next to Me, Calm Like You,
There are 4 sets of "3 great songs in a row" on Favourite Worst Nightmare by Arctic Monkeys
Muse -- Black Holes and Revelations: Starlight, Supermassive Black Hole, Map of the Problematique
does Morning Glory, Swamp Song, Champagne Supernova count?
and, finally, probably the best on this list
Arctic Monkeys - Whatever People Say I Am, That's What I'm Not: When the Sun Goes Down, From the Ritz to the Rubble, A Certain Romance