I've always loved Roy Orbison. He has a unique and gorgeous voice. I just found this movie, Black and White Night this evening which is remarkable. This is a concert held in 1988 at the Cocoanut Grove in LA. His fellow musicians that evening included Bruce Springsteen, Jackson Brown, Tom Waits, Bonnie Raitt, T Bone Burnett, k.d. lang and Elvis Costello.
Here is one track from the movie. To see the whole movie you'll need to buy or rent it. Amazon has it and Justwatch.com shows other places where it is available.