One place to look is bt.etree.org, a BitTorrent tracker hosting concerts from many bands such as Phish, Gov't Mule, Little Feat, Matisyahu, Black Crowes, Los Lobos, and Blues Traveler. The Internet Archive's Live Music Archive also includes direct downloads of MP3 and FLAC-format concerts from hundreds of bands such as Cowboy Junkies, Grateful Dead, moe., My Morning Jacket, Radiators, Steve Kimock, Warren Zevon, and many others you may not have heard of. Both places are very strict about removing any band or venue that doesn't give permission to be there.
There are also larger sites that sell concerts for multiple bands. Wolfgang's Vault sells live recordings from the Bill Graham (nee Wolodia 'Wolfgang' Grajonca) archives as well as streams up to 10 hours of concerts per month for free to your computer or iPhone. The site recently added a membership option as well, which costs $48 a year and includes a $50 credit for purchasing concerts or merchandise (posters, t-shirts, and so on), discounts on additional concert downloads, unlimited streaming, higher quality streams, and more.
Note: It's always good to see the Internet Archive (IA) mentioned. It's important to remind people that the IA is more than The Wayback Machine (it's essential as any resource on the web).
Note the links to several special collections on the page.
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