When displaying tracks and albums in your music library, iTunes relies on the metadata stored with each song -- this metadata is information embedded into the file which isn't always visible but tells iTunes the relevant name, album, artist, genre and year for the track. If the metadata is incorrect or incomplete you may see songs from the same album separated.
Switch to the Albums view on the iTunes Music page to show tracks grouped by album. Click on any album to see the tracks it contains. If you have missing tracks or duplicate albums, it's likely that the metadata is inaccurate. If the album names of two tracks differ by one letter or an additional space, they are displayed separately. If the album metadata for certain tracks hasn't been filled out at all, you won't see them in the Albums view.
Open the Songs tab in the Music section of iTunes and make sure the Album information for each track is showing -- right-click on the column headings to add the Album column if necessary. To make sure a certain group of tracks are grouped together, select them all then right-click and choose "Get Info." Enter the Artist, Album Artist and Album information under the Info tab and click "OK" to make sure all of the selected tracks have matching metadata.
Tracks from the same album may also be separated as you switch between library views. From the Songs tab in the iTunes music library you can click on any of the column headings to order the tracks using that criteria. Unless you are using one of the album columns as a sorting method, albums may be split up on screen. Running searches may also split up albums or hide some of your songs. Changing the view in iTunes or running a search doesn't change the physical location of tracks on disk or affect the metadata associated with them, but these operations can cause albums to be split up in the way they're displayed on screen.
iTunes may also split up albums that are compilations from various different artists. To avoid this you can mark all of the relevant tracks as part of a compilation: highlight all the songs in iTunes, right-click and choose "Get Info," then on the Options tab make sure the "Part of a compilation" option is set to "Yes." Deleting the troublesome tracks and then reimporting them into iTunes may also help to reset the associated metadata and remove any bugs preventing the software from seeing the tracks as one whole album.
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