The Last Waltz. Enough said.
If you love Bob Dylan, Van Morrison, Eric Clapton, Dr. John, and of course The Band, plus several others, you HAVE to see this rock music documentary directed and produced by Martin Scorsese. AWESOME! Up until Jonathan and I misplaced our copy about a year ago we literally would watch it ev-er-y day. We love it. My favorite songs/performances are this, this, this and this.