I'm not sure if its been released on DVD, but Pink Floyd Live At Pompei is a great work of art. Also, like 2 years ago, I picked up a VHS for a great price called Legends Of Rock. It contains classic performances from legendary artists such as The Who, Jimi Hendrix, Steppenwolf, Deep Purple, Black Sabbath, Alice Cooper, and Santana. Again, I don't know if this has been released on DVD, but I highly recommend it.
"I got one up in the chamber, don't make me wear yo ass like some '85 Wranglers." - Master P