Watching Husker Du doing all of "Warehouse: Songs and Stories" would have been pretty awesome too, I love that record even though a lot of people (including the band) didn't really think it was very good. But I think it's an incredibly underrated record. On that tour they would play it every single night, in order, from start to finish.
I just remembered that one time I saw KMFDM play their "Nihil" record in order, from start to finish.