I saw this while watching MTV Uncensored
Neil Young showed up for his live show. The band hadn't rehearsed, and he got really angry, and stormed out minutes before it was going to start.
The show's producers, unsure what to do, let the fans in. All they could do was stall the audience, and after leading them to applause several times, 45 minutes later Neil strolls back in.
The show starts, and goes fairly well. Looking at him, maybe he had something alcoholic to get his nerve up to perform, or he just always looks like that and I never knew it.
When the song ended, he'd say something like "Let's try that again, now that we've warmed up." He must have done every song at least 3 times. When it was over and sent to production, the editor said that he managed to come up with a really heartfelt Neil Young concert, with all the bugs and issues edited out.
Unfortunately, Neil refused to let it air. He demanded that the show be reshot, with more rehearsing. The purported "better" version never got aired.
The reshoot was shown, and made into an album of live Unplugged tracks. Stealth Munchkin tells me it's one of his very best.