Just thought of another couple - about 10 years ago when Deborah Conway (Aussie singer-songwriter) released her album "Bitch Epic", a limited-edition version was released with a second C.D. called "Epic Theatre", which was recorded live in Melbourne. It's one of my favourite C.D.s.
And for folkies, Christy Moore's recording "At the Point - Live" is an absolute classic. That man knows how to work an audience.