Pink Floyd was already mentioned, but David Gilmour’s Live at Pompeii is also a thing of beauty. I accidentally ran across it playing on PBS a few years ago and was glued to the screen for the whole thing, then immediately ordered the Blu-ray to watch again.
On less mainstream note, New Grass Revival’s Live cd is not just better than their live albums, but is close to my favorite bluegrass album of all time. Studio bluegrass can sound too “manufactured” for me.
Also, aside from the Zappa already mentioned, there’s a Zappa Plays Zappa live album/dvd with Napoleon Murphy Brock and Steve Vai, which I also really love. The Zomby Woof from that on YouTube is a great highlight.
It wouldn’t surprise me if Lucas didn’t specify Disney agreeing to not releasing the theatrical cuts as a stipulation of the sale. He’s been trying to bury those since the beginning. Last I heard he claimed they were too damaged to release.