I'll back up Genesis' Seconds Out, and add Genesis Live, when Petey was still in the band.
Also kudos to Yessongs-the old TRIPLE-live album, and those Roger Dean-scapes...groooooovy.
Springsteen's live Box Set is great
Monty Python Live at City Center
(HEY, it is LIVE)
Marillion's La Gazza Ladra, which includes their entire third album "Misplaced Childhood" played in its entirety. Also their "Made Again" which includes their OTHEr concept album, "Brave" in ITS entirety.
Roger Waters performance of the Wall Live in Berlin