De Wikipedia: Creo que no contesta tu pregunta ya que no creo que sean "veces seguidas" pero te da una idea
Michael Jackson (15 times, selling over a million tickets in the process)
The Rolling Stones (12 times)
Electric Light Orchestra (9 times, including a then-record eight straight sold out shows in 1978, and once in 1981)
Madonna (9 times)
U2 (8 times)
Genesis (they had four sold out shows in a row in early July 1987)
Bon Jovi (5 times) (they had three sold out shows in a row from 23 June to 25 June 1995)
Tina Turner (7 times, who had two sold out concerts recorded during her Twenty Four Seven Tour for the live tour DVD in the year 2000)
The Animals (2 times, once 1965 performing 3 songs at the NME Poll Winners Concert and the other on December 31, 1983, during their reunion tour, which was released as "Rip It To Shreds!" in 1984)
Bryan Adams (Bryan Adams had 2 sold out shows, 1992 and 1996)
Oasis (2 times, who recorded their video and album "Familiar To Millions" at Wembley)
The Cure (who recorded tracks for their Pictures of You single)
Guns N' Roses
Fleetwood Mac (They had 10 sold out shows in 1988 on their "Shake The Cage" tour)
Queen (Played two shows on the 1986 "Magic Tour", with the concert on 12 July recorded for a live album)
Johnny Cash (Played in 1979, recorded for the BBC in 1981 and 1986)
AC/DC
Bob Dylan
Billy Joel
Aerosmith
KISS
Jethro Tull
Bruce Springsteen
Prince
Celine Dion
Freddie Mercury tribute
Cliff Richard
Crosby, Stills, Nash & Young
ABBA
Bee Gees
Status Quo
Elton John
Jean Michel Jarre
The Beach Boys
The Eagles
Van Halen
INXS
Pink Floyd
Metallica
Simple Minds
Spice Girls (2 times, one of which was recorded and released as a VHS/DVD)
