Their last four studio albums are reissued on cd in remastered version with bonus tracks: it is available on amazon.co.uk.
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Peepshow (1988) is a lush album with strings, harmonica and accordion that was cited by the singers of Arcade Fire, Decemberists and Bloc Party. "The Last Beat of My Heart" is a beautiful ballad filled with emotion.
The Rapture (1995) is their swansong, an organic LP with 12 edgy songs where you pass from one extreme to another.
Superstition (1991) is their pop album, it's musically close to New Order's "Technique". The single "Kiss Them For Me" is one of the Tv On The Radio's singer favorite songs. The album was recorded with Talvin Singh on tablas and percussion, so there was a little exotica here. Talvin Singh's work so impressed Bjork that she hired him right after to be both her percussionist and musical director of her Debut (1993). On Superstition, the Banshees are close to Talking Heads's pop.
Through the Looking Glass (1987) is their cover album. They revisit "Strange Fruit", "Hall of Mirrors" by kraftwerk, and the "Little Johnny Jewel" Television. This is obviously a nod to Bowie's Pins-up. Bowie convinced by the result, invited them as "special guests" on two dates of his us'tour us 1987, in Anaheim.