iTunes may not carry a particular artist. Or, only selections of a particular artist.

For instance, look up "The Beatles". They don't have anything in iTunes because they haven't allowed their catalog to be released on iTunes. Ditto Radiohead. I believe I read that many artists that don't have their work on iTunes do it because they want folks to buy the full album (for various reasons, one often given is that the album is a single work), which goes against iTunes' policy of being able to pick individual songs for purchase.