Speaking of amazing live...
Saw these guys in their next-to-last Halloween concert in '93. It was actually on October 31, it was outside, and there was a full moon. The atmosphere was absolutely electric from the start. The band was on and obviously having a blast and the crowd was going nuts. "Let's have a party there's a full moon in the sky" (Elfman points at full moon, crowd goes insane).
At the end of the show, management was trying to get the band to finish the show at the scheduled time and they refused to leave. The house lights were turned on, they kept playing. A man in a suit came out from back stage to talk to Danny Elfman. Elfman nodded at everything the guy said, and as soon as he turned and walked off stage, Danny said "**** it, we're gonna keep playing!" Already insane crowd turns it up a few more notches. They played another half an hour or so. They wouldn't let Oingo back into the venue for the final Halloween show in '94, so they played Universal. I was out of the country and didn't go to that one, but my bestie who went to both said the '94 show didn't even come close to the prior year. I can't imagine how it could have.