this thread was in the old forum but just to remind 
for me:(in no particular order and not from Marillion)
PINK FLOYD - pulse
QUEEN - live at wembley 86’
INXS - live baby live
AC/DC - live
BRUCE SPRINGSTEEN and the E street Band - live in NY city
to be continued probably
as For Marillion:
MARILLION - real to reel
MARILLION - live at lorelei
MARILLION - somewhere in london
MARILLION - made again
MARILLION - anorak in the UK
For me, the hands-down best live album for capturing the atmosphere and emotion of the live experience (Five Years still sends shivers down my spine) is Sushi.
Live After Death - Iron Maiden
FISH - return to childhood
Fish - Communion
how can I forgot this one 
Most of my favourites are Big Country albums. They were so much better live.
Another favourite of mine is Humble Pie’s ‘Rockin The Fillmore’. Man, they could kick-ass with that bluesy-rock!
The Final Fling is a great album. I was at that gig too.
Marillion - Real to reel (my claim to fame)
“Leicester De Montfort. It takes you out there and us up here. This is where we really go for it…I wage peace signs when I wage war in the discos. I`m the warrior in the ultra-violet haze.”
Or something like that. 
" Armed with anti-social insecurities. I burn my path of destiny from this stage. The balcony…" 
Fish released a live cd from The Robin 2. Naturally it’s the best live album; I was there.
Steve Marriott - Packet Of Three
…You can feel the atmosphere, smell the smoke and taste the beer. A great showman.
ANATHEMA - universal 
When i was younger (a long time ago) i had a few vinyls which at the time were my favourites :-
Judas Priest - Unleashed In The East
AC/DC - If You Want Blood
Rush - Exit Stage Left
Have never bought the cd’s to replace them so just a distant memory.
The ‘Reading Festival’ cd from Marillion Early Stages Official Bootleg boxset.
Definitely this one…
Marillion - La Gaza Ladra. What can I say? My first live Marillion tour. I dressed as the Jester for the SF Warfield and San Jose Cabaret shows.
Queen - Live Killers. “39” still brings a tear to my eye.
Jethro Tull - Bursting Out. Ian’s banter between songs is as entertaining as the music.
Rush - Exit Stage Left. Totally captures the 70’s Rush experience.
Yes - Yessongs. I wish I had been exposed to Yes back in the day. I didn’t get to see them until '84
Genesis - Seconds Out. Yeah, its Phil singing, but my God: Supper’s Ready sounds amaziballs.
Peter Gabriel - Plays Live. All I can say is: Tony Levin.
Frank Zappa and the Mothers of Invention - Just Another Band From LA. Because: “Billy The Mountain”.
Marillion - Marbles Live. A masterwork album impeccably performed.
I could go on and on…
PT - anesthetize
PT - octane twisted
If you went to any of the Peter Gabriel shows last year you could buy a CD of that show (taken from the mixing desk) from his web site. I bought the Birmingham Show (as I was there!) and would highly recommend it to anyone who’s a PG fan.