Sticking with the musical meme, I think the best concert film ever made was not Woodstock nor Gimme Shelter, but The Song Remains The Same. Why? Simple: best music = best film, and any film that chronicles Led Zeppelin, the world's greatest rock band (then and now) is hard to beat.
The trailer:
And here is part one, from YouTube:
Look around and you can watch the whole film for free.