Stop Making Sense is one of the best concert films of all time.
Perhaps the best ever. The way the stage comes together slowly during each song, the way the members of the band accumulate as the concert goes on. Each song was filmed in a different manner/style on purpose. Crowd is largely kept out of the filming until the last song or so. Extended shots of performance instead of the filming jumping all over the place. Creative, stylistic, interesting, smart, and great music. http://en.wikipedia.org/wiki/Stop_Making_Sense