I saw Loretta Lynn open for the White Stripes at Hammerstein Ballroom in April 2003, which was cool in theory, but didn't mesh with our states of mind.
I saw the Corrs open for the Stones at MCI in 99 . . .which was odd but harmless, and they were fun to look at.
Sonic Youth opening for Beastie Boys at Michael's Eighth Ave. in 92 seemed odd at the time but of course was great.
Sting opening for the Dead in 93, when Sting was in his adult contemporary prime, also seemed odd but he was great - played 'jammy' versions of King of Pain etc., but it rocked.