They will rock you

"The Last Waltz" (1978)

Post-"Taxi Driver," pre-"Raging Bull," Martin Scorsese released this film detailing the final performance of the Band, the country-tinged rock group led by guitarist Robbie Robertson. Filmed at San Francisco’s legendary (and now defunct) venue Winterland Ballroom, this still brings most concert films to shame with its inventive cinematography. Guest stars include Joni Mitchell, Neil Young, Muddy Waters, Dr. John and Bob Dylan.

Scorsese was also behind 2005's lauded Dylan film "No Direction Home," but we had to give other people a chance here.