[suicidesaints]

Even though I wasn't a big fan of their's with Howard Jones on vocal, Killswitch Engage's DVD is pretty damn good

also:

Parkway Drive - Home Is For The Heartless (not sure if this counts as a live concert DVD, but it's good)
Lamb Of God - Killadelphia
Led Zeppelin -Celebration Day, Led Zeppelin (Song Remains The Same)
Foo Fighters - Live At Wembley
Pink Floyd - Live At Pompeii
Metallica - Live Shit : Binge and Purge, S&M
The Last Waltz
Iron Maiden - Flight 666
Bjork - Live Archive
Hatebreed - Live Dominance

these are just a few that come to mind right now