Refused: Refused Are Fucking Dead
Nick Cave and the Bad Seeds: Road to God Knows Where
Dig!
Dylan: No Direction Home
Dylan: Don't Look Back
Silverchair: Inside Diorama
John Lennon: Imagine
You Am I: The Cream and the Crock
The Hendrix ones mentioned plus a few others.
Couple of Doors one sI have are great too.
There's a couple of cool Jeff Buckley docos, I found this one that shall be great:
http://www.amazinggracejeffbuckley.com/