It's from a show called Around The Beatles - so called because the Beatles are performing with the audience (of screaming girls!) all around them (from the Shakespearian term 'in the round'). The show, filmed at Wembley Studios London, was broadcast on 28th April 1964. The show gives the impression that they are performing live - they are not! They actually recorded their songs on 19th April at IBC studios, Portland Place, London, and mimed to them on the show!
At the beginning of the show, The Beatles took part in a humourous spoof of Shakespeare's "A Midsummer Night's Dream" (specifically Act V, Scene I - the "interlude section"). John played "Thisbe", Paul "Pyramus", George Moonshine and Ringo "Lion".
The set list of the show is as follows:
Twist And Shout
Roll Over Beethoven
I Wanna Be Your Man
Long Tall Sally
Love Me Do/Please Please Me/From Me To You/She Loves You/I Want To Hold Your Hand
Can't Buy Me Love
The interesting thing about THIS set is the fact that Shout (an Isley Brothers hit from 1959) is performed! Actually it's more like Shout part 2, which was the b-side of Shout - the bit where it goes "a little bit louder now...". This is the only recorded version available of this track.
Four of the tracks (without screams!) appear on the Anthology One CD - I Wanna Be Your Man, Long Tall Sally, Boys and an edited version of Shout. The good news is there is (or was!) a video available of this performance! It's called The Beatles Live Ready Steady Go Special Edition. It was released in 1985 by DCI (Dave Clark International) & Picture Music.