Thrillington

There have been numerous occasions of artists hiding their involvement with their own work. Not just using a pseudonym, but actively encouraging a hoax. Here's one such. From the album's Wikipedia page:

Thrillington is an album produced by English musician Paul McCartney, under the pseudonym Percy "Thrills" Thrillington.... [In] late 1976, McCartney decided to release the long-in-storage project, and devised a plan to publicize the album while obscuring his own involvement with it. In preparation for the release of Thrillington, McCartney invented the fictitious socialite Percy Thrillington, and even took out ads in various UK music papers announcing Thrillington's so-called comings and goings to generate curiosity and interest.

Released in April 1977, McCartney's name was mentioned only in the main liner notes where he is described as a friend of Percy. Thrillington went mostly unnoticed upon its release although it was reviewed by Rolling Stone magazine and mentioned in the "Random Notes" section.[5] Variety also reviewed the album, noting that "Whether Percy Thrillington is Paul McCartney or not is really irrelevant. What matters is that he (they) is (are) having fun."[6]

Listen to the other tracks at the link.