This show was done quite a while ago for Canadian TV, but it's really interesting. It explains a lot of the science of a rock show, from the technical aspects of how the songs and instruments are mixed to the psychology of an audience.
It features one of my favorite bands, the Tea Party, playing with a full symphony, and it's in 6 parts, each less than 10 minutes. This is part one, you can find the rest from there. I found it pretty cool!