I’ve never been a fan of compilation albums at all, but the few that really made an impression with me were:
The budget Cherry Red compilation
Pillows & Prayers which introduced me to The Passage, Tracey Thorn, Eyeless In Gaza etc. I don’t have a copy as I bought everything of interest.
A Sample Of Blue Notes, the 1987 Blue Note 50th Anniversary sampler which cost £1.99 and sent me right out on the jazz trajectory I remain on today. Again I no longer have it as it served its purpose the the extent I think I have every album it compiled.
We Out Here, the Brownswood label compilation of the recent London jazz scene. I have got a copy of this, though being honest I don’t really need it as I have explored further.
Archives GRM. A 5xCD compilation of GRM music concrete, early electronic music etc. This is where compilations make sense to me as this stuff would be impossible to find otherwise!
My main issue with compilations is mastering, they always try to pack too much onto a side and inevitably the most dynamic and well recorded tracks have to be smashed down to the level of the worst so the thing plays as a coherent whole. I’ve even appeared on a couple so I’ve seen this first hand!
PS To my mind YouTube and other streaming options have made compilation albums all but irrelevant now. They used to exist as a discovery tool, we now have far better ways of trying before buying.