I concur with many of the listings here. Over the years I've worn out many a copy of CSNY 4 Way Street, and Little Feat Waiting for Columbus!
As for listing the Band The Last Waltz... I've hear it a number of times, seen the movie, and even a live improvisation of it up in Portsmouth NH, and I've loved the collection of guests involved. However- given the opportunity I would listen to the Band Rock of Ages anytime over the Last Waltz. I've also enjoyed Phil Collins Live, as I got to see him and the band up in Montreal back in 1990 for The Serious Hits Live Tour.