First... you say "Music Video" but your usage indicates that what you mean is "Concert Video". The term "music video" is generally accepted to mean a promotional video made to promote a single song, and the audio is the same audio as the studio-recorded album. AFAIK, the Beatles were the first to do this (in fact, "Hard Days Night" is both a feature film and a series of music videos). The most notable music videos were mostly in the 80's:
Michael Jackson - Beat It
Duran Duran - Rio
Peter Gabriel - Shock the Monkey
among others (and all music videos are easily found on Youtube). Okay, now about Concert Videos:
Generally, the better the performance the worse the recording. This is known as "J Gordon Holt's Law" (he was the founder of Stereophile magazine).
The aforementioned Alison Krauss is a notable exception (the excellent audio is on SACD). Others that come to mind is "Pink Floyd Live At Pompeii" which is a live concert with no audience staged entirely for the 35mm camera, and "The Grateful Dead Movie" which did have a live audience but was planned to be a film. The latter is on Blu-ray, the former not to my knowledge. Both were recorded to multi-track studio-quality decks as well. "AC/DC Live at Donington" also has top-notch performance professional filmed with excellent audio. All three capture the respective acts at their peak, and subsequent concert videos with perhaps even better quality, have notably worse performances.
Generally, there is really not much point to concert videos - you just see people standing there playing instruments. The one exception is the Genesis Live at Shepperton video, which is also a live show done with no audience and filmed. This can be found on the web as a fan DVD or as a bonus in one of the band's box sets.