I don't own all of them, some I've just watched on YouTube.
Bob Dylan - Don't Look Back
Bob Dylan - No Direction Home
Beach Boys - Endless Harmony
Beach Boys - Live In Knebworth 1980
Dennis Wilson - The Real Beach Boy
Brian Wilson - Songwriter 1962-1969
Ramones - End Of The Century: The Story of Ramones
Nico - icoN
Pixies - "Gouge Away" documentary
Pixies - Live Acoustic in Newport 2004
Lou Reed - Berlin concert film 2008
Lou Reed - Rock 'n' Roll Heart
Elvis - '68 Comeback
Nirvana - Unplugged In New York 1994
The Who - Live At Kilburn 1977
The Who - The Kids Are Alright (must've watched this one 100 times)
The Who - Live At The Isle of Wight
David Bowie - Ziggy Stardust: The Motion Picture
Woodstock '69: 3 Days of Peace & Music
Monterey '67: Monterey Pop Festival
Pink Floyd - The Making of the 'Dark Side of the Moon'
Pink Floyd - The Syd Barrett Story
Pink Floyd - Live At Pompeii
Roger Waters - In The Flesh
Roger Waters - "The Wall" in Berlin
Wings - Rockshow
Aerosmith - Live In Osaka 1999-2000
Aerosmith - Live MTV Unplugged
Neil Young - Live At The BBC 1971
Genesis: Making of 'Selling England By The Pound', Making of 'Lamb Lies Down on Broadway', Making of 'Foxtrot'
Beatles - Anthology 1-8
Beatles - A Hard Day's Night
Beatles - Let It Be
Classic Albums: John Lennon - Plastic Ono Band
Classic Albums: The Band - The Band
Classic Albums: The Who - Who's Next