here's a few that I don't think anyone mentioned
king crimson - neal and jack and me (2 concerts on one disc: three of a perfect pair live in tokyo 1984 and the noise live in frejas 1982. live in frejas was shot on film and to me is worth the purchase alone)
sting - bring on the night (a great, great documentary. not just live concert music)
joe jackson - live in tokyo (this is the 1986 big world tour, truly a fantastic concert. extreme musicianship and sound quality)
page and plant - no quarter unledded (unledded? hardly...to me, it's a total kick in the rear end. kashmir with the egyptian ensemble and the london metropolitan orchestra is too cool. a lot of atypical zep live stuff including since i've been loving you and three other songs from zep III)
yes - keys to ascension (there is a lot of yes live around, but i think this is the best next to symphonic live. this will probably have to be an ebay purchase. i also have abwh live that i got from a guy on ebay that is a rare find)
search ebay and google for your favorite artists and you'll find stuff you didn't know existed