I figured out a very simply way to resolve nearly 100% of the problem with album art. I did a search for zunealbumart.jpg in My Music folder where all of my music folders are stored . I chose Select All after I found all of the files named zunealbumart.jpg and I deleted them. When I opened my Zune software all of my album art matched up.
The only remaining issue I have found has been extra albums in an artist that are actually another artist's albums. I resolved this by choosing the album that is under the wrong artist and deleting it. It deletes the "extra" copy and doesn't impact the album in the correct artist. Example: In the Zune Software when I click on artist Pearl Jam and look at Albums there are Pearl Jam albums and a couple stray U2 Albums. Just delete the stray U2 Albums from the Pearl Jam album choices. The stray U2 Albums still appear in the U2 section but don't show up in Pearl Jam any longer.
Hopefully this is helpful. It worked for me. We shouldn't have to do this but this takes care of most of the problems from what I can tell.