French website Le Cargo has a long-running series of live performance videos by alternative musicians, all of which can be watched on their YouTube channel. Here are a few that I liked: Erin McKeown - Put the Fun Back in the Funeral, Kings of Convenience - Mrs. Cold, Soltero - I'll Be a Writer, The Concretes - Military Madness, My Brightest Diamond - Be My Husband, Jose Gonzalez - The Nest, Jaymay - Lonely Men Build Lonely Cities, Vic Chestnutt - Supernatural, Metric - Gimme Sympathy, Françoiz Breut - Les jeunes pousses, Bowerbirds - Moonshiner, Joseph Arthur - A Smile That Explodes, Lambchop - You're a Big Girl Now, Alela Diane - The Rifle, Ane Brun - The Puzzle, Matt Elliott - Broken Bones and Fredo Viola - Sad Song. There are roughly 600 more videos.
Two live performances by Robyn, 2008 in LA (54 minutes) and 2005 in Lund, Sweden (27 minutes). The 2008 concert can also be viewed song by song. For a bitesize introduction to the Swedish pop singer, check out the quite extensive video section on her site. Also, Robyn on BBC quiz show Nevermind the Buzzcocks. [Robyn previously on MetaFilter]
My Beat Club has a whole ton of classic rock perfomance videos, mostly from old German TV shows Musikladen and Beat Club. Among the videos on offer are Small Faces' Tin Soldier, Chuck Berry's School Days, Ike & Tina Turner's River Deep, Mountain High, The Who's My Generation, Country Joe McDonald's I Feel Like I'm Fixin' to Die Rag, The Everly Brothers' All I Have to Do is Dream, The Ramones' Sheena is a Punk Rocker, Mungo Jerry's In the Summertime, T. Rex's 20th Century Boy, New York Dolls' Looking for a Kiss, The Byrds' So You Want to Be a Rock n' Roll Star, Thin Lizzy's Whiskey in the Jar, Slade's We'll Bring the House Down, The Jimi Hendrix Experience's Purple Haze and so much, much more!
Concert promoter LiveDaily has an acoustic live sessions program (video starts playing). It's been running since March of this year and so far 33 artists have performed: Priscilla Ahn, The Raveonettes, Black Lips, Paddy Casey, Dawn Landes, Lykke Li, The Duke Spirit, Frightened Rabbit, Foreign Born, The Dodos, The Virgins, Radar Bros., Langhorne Slim, Shwayze, Joseph Arthur, Missy Higgins, Wild Sweet Orange, Le Switch, Deadly Syndrome, Steve Poltz, Weather Underground, Imaad Wasif, Rogue Wave, David Ford, Takka Takka, Black Ghosts, The Airborne Toxic Event, Tally Hall, Lionel Loueke, Calico Horse, Rademacher, Judith Owen and Carrie Rodriguez
AOL Sessions has live videos from more than 150 different artists specially recorded for the series. Here are just a few of the artists on offer: Paul McCartney, Mary J. Blige, Modest Mouse, Tori Amos, Robyn, Tom Petty, Rhymefest, Red Hot Chili Peppers, Natasha Bedingfield, Cat Power, Toby Keith, Lil' Wayne, Robert Plant, Yeah Yeah Yeahs, Kelly Rowland, Weezer and Brian Wilson. To the left of the videos there's a Q&A link that has short interview videos with the artists as well as behind the scenes footage and longer interviews.