Have you heard of La Blogotheque? It originally started with two guys in Paris who wanted to change the way music was filmed and shared so they took to the streets filming indie bands in various locations. They are all acoustic, one-take sessions called Take Away Shows. The videos are unedited and the raw sound is kept intact.
Vincent Moon, the original filmmaker (the project has since expanded globally and incorporates the work of many people) has such an interesting perspective. I'm no film aficianado myself but there's something unique about the composure, color temperature, movement.... It's basically spectacular all around. I haven't seen a film yet I didn't like. And there are a lot of them.
There's Arcade Fire crammed into an elevator. Or Grizzly Bear walking down a street. Maybe you'd like to see The Shins busking in Montmartre. Perhaps White Rabbits in Venice Beach is more your cup of tea. My favorite by far, however, is this stunning Fleet Foxes video.
They were able to get into an abandoned wing of the Grand Palais and wandered around until they found a massive rotunda. Blue Ridge Mountains is an incredible song to begin with but the sound that's created in this live performance will give you chills. You absolutely must watch this video. Seriously. Do it.