What concert or music DVD's are worth having?


My brother and his wife (how own a copy of every DVD ever made) make fun of me because the only DVD's I have are music videos or concert footage.

I have:
Alice Cooper 'Welcome to my Nightmare' which is not very good.

Jethro Tull 'Living with the Past' worth owning!

Midge Ure I forget the name, but it's pretty good

Queen, very dated

I think there are more but I'm not sure. What concert DVD's do you have that are worth owning?
uppermidfi
I have seen some of these. The concert for George was really good. The Band "Last Waltz" was good, if not dated. I'm interested in the Steely Dan. Anymore ideas?
Walter Trout and the Radicals - Relentless

All new material live at the Paridisio in Amsterdam. Great music, intimate setting and excellent sound. It even has a stereo PCM format in addition to Dobly Digital 5.1 and 2 channel.