Turntables thump when turning off?

I was thinking it's probably not a fault of one of the tables.  I have a VPI classic 3, a Rega RP 8 that is brand new and an old Dunlop Systemdek IIX and they all do it and with two different phono preamps and various amps and preamps.

Now that's an interesting bit of information! And that causes me to think its not a failed power switch bypass cap. You have something more basic. I would investigate your AC wiring- have an electrician test the outlet to see if its properly grounded and the AC wiring is correct. This could also be caused by an unshielded tonearm cable being routed very near the  turntable power supply, but this latter idea is a bit sketchy.

.01uF HV ceramic cap across the switch.

+1 @lewm 

@ejlif 

This is a common problem- if the 0.01uf 1000v disk cap across the switch fails, it will result in a thump or pop no matter where that switch is in the system and it will show up more on the phono preamp.

Its caused by the magnetic field of the motor or power transformer collapsing and causing an enormous high voltage spike (the same principle that energizes spark plugs in a car BTW). This is picked up by the phono section because it has the most gain. The cap shorts out the high frequencies that are otherwise jumping across the switch contact as its opened. For this reason it also prevents the switch from being damaged- the switch contacts erode a bit every time this happens.

So you do want to get this fixed rather than use the mute!