For me, it would be one of Miles Davis' last concerts in London in 1991. Miles was not known to ever look back musically, and always played material from his current albums at gigs.
On this gig, he must have known that the end was near, because his band comprised of past members, and the music was retrospect.
Nonetheless, it was an amazing concert...the ticket to which I still have...and treasure.
The great man passed away soon afterwards.