I'm a big fan of live music and live recordings. Been to many a concert in my younger days (have the tinnitus to prove it) and a good part of my collection is live music (official releases and otherwise).

What are your favourite live albums? It might be because it defined the band at the time, defined *you* at the time, or is just a kick-ass album. This is completely subjective based on your taste in music but I like to check out new stuff so I'm interested in what else is out there that I may have missed.

10 favourites of mine in no order:

Deep Purple - Made In Japan
Miles Davis - 'Round About Midnight
Blues Brothers - Briefcase Full of Blues
UFO - Strangers in the Night
Frank Zappa - You Can't Do That On Stage Anymore, Vol. 3
The Who - Live at Leeds (Deluxe Edition with full performance of Tommy)
Led Zeppelin - BBC Sessions
Allman Brothers Band - At Fillmore East
BB King - Live in Cook County Jail
Bob Marley and the Wailers - Live

Roger Waters - In the Flesh
Bob Dylan - "Royal Albert Hall"
Neil Young - Live at Massey Hall, Filmore, Arc / Weld
Ween - Live in Chicago
Tragically Hip - Live Between Us
Rush - all their live shows
Queens of the Stone Age: Over the Years and Through the Woods
Supertramp - Paris

I also dig concert DVDs. The Rush, Roger Waters and QOTSA ones mentioned above. NIN's two offerings, Bowie's "Reality Tour", Marilyn Manson's "Gods, GUns and Government," and Metallica's "Binge and Purge" stuff.

In the Flesh is a great DVD. I was wanting to check out the Rush Replay DVD but saw some mixed reviews of it.

BRIAN SETZER ORCHESTRA - The Ultimate Collection (2 CD Set)
HARRY CHAPIN - Greatest Stories Live

Replay is a bargain - three concerts for the price of one. Three DVDs plus the Grace Under Pressure tour CD.

Iron Maiden - Live After Death & Rock In Rio
Scorpions - World Wide Live
Dokken - Beast From the East
KISS - Alive I & II
Pantera - Official Live 101 Proof
Stephen Lynch - The Craig Machine(I know, it's an album of comedy songs, but they're great)
Guns N Roses - Lies(a re-release of Live Like a Suicide on side 1)
Halford - Live Insurrection
Queensryche - Operation: Livecrime

Robert, you should change your title to "The Head Bangin' Scot"!

There's some good ones on there. More in that vein that I like:
Black Sabbath - Live Evil and Live at Last
Scorpions - Tokyo Tapes
Triumph - Stages
Judas Priest - Unleashed in the East

Genesis - Live, Seconds Out
Led Zepplin - How the West was Won
Queen - Live at Wembley '86
Rush - all, but especially Exit Stage Left
Santana - Lotus
Billy Joel - Songs from the Attic
Elton John - Here and There, 11-17-70
Van der Graaf Generator - Maida Vale
Renaissance - Live at Carnegie Hall
Happy the Man - Live
Miles Davies - Friday and Saturday Night at the Blackhawk
McLaughlin, Di Meola, De Lucia - Friday Night in San Francisco

Friday Night in San Francisco is excellent. I'm still trying to find the SACD of that one. They did a followup studio record a few years ago that was pretty good.

Live at Leeds - The Who
Stop Making Sense - Talking Heads
Frampton Comes Alive - Peter Frampton
Familiar To Millions - Oasis
I've Suffered For My Art, Now It's Your Turn - Marshall Crenshaw

These come to mind quickly and are my favorites, which I've viewed time and time again. There's probably some more that I could think of with some searching around. Quite a "range" of musical genres too, I think.

The Cure in Orange
Skinny Puppy "Ain't it dead yet?"
Rammstein "Live aus Berlin"
Morrissey "Who Put the M in Manchester"
Rolling Stones "Helter Skelter"
Talking Heads "Stop Making Sense"
Elvis Presley '68 comeback (the sit-down one where he played the old actual good songs)

Tripping the Live Fantastic - Paul McCartney

But only because I caught the Chicago leg of that particular tour. Ordinarily I don't care for live music.

Oh yeah, immediately remembered this one:
The Smiths "Live in Madrid"

Throwing Copper was pretty good.

What?

And one that just popped in my head:

Ministry - In Case You Didn't Feel Like Showing Up(Live)

The live version of Stigmata is incredible on the album.

Black Sabbath - Reunion is probably the only one i listen to in its entirety on a regular basis.

Yeah, that's pretty damn good too. Although I really freaked some people out when playing that song in my dorm room in the Navy. (Al shouts "fuck jesus/fuck mary/fuck joseph" near the end of the song)

Another good one, along with: Judas Priest-Unleashed in the East

I forgot The Smiths' "Strangeways, Here We Come."

I like the medley of Marie's Her Name (His Latest Flame) and Rusholme Ruffians.

You mean The Smiths "Rank", Hank. "Strangeways, Here We Come" was their final studio release. "Rank" was the live album that came out shortly after. It's not a concert film though, just the audio has been released.
Sorry, I'm a HUGE Smiths fan.

Frampton Comes Alive
Roger Waters: The Wall in Berlin

...and the Linda Ronstadt version of Tumblin' Die from the movie FM.

Bob Dylan- Bootleg Volumes 4-6
Bruce Springsteen- 1975-1985
Nirvana- MTV Unplugged

I also love Chuck Berry's single "My Ding a Ling"- It's a funny song, but my favorite part may just be Berry yelling out "That's future parliament singing!"

And "The Last Waltz" is pretty cool.