I watched one of, and perhaps the, best music films I have ever seen tonight.

Festival Express.  It's available at Amazon, and via Netflix.

In the summer of 1970, a chartered train crossed Canada carrying some of the world's greatest rock bands. The Grateful Dead, Janis Joplin, The Band, Buddy Guy, The Flying Burrito Brothers, Delaney & Bonnie & Friends, Ian & Sylvia and others traveled, partied and played great music together for five days, stopping in major cities along the way to play live concerts.

It was all filmed.

The concert footage is great- the first number by The Band is worth the rental all by itself.  But the best parts are the impromptu jam sessions that occurred on the train between concerts.

I love this film, and recommend it highly to any fan of great music.