Today three live music albums are released.
Depeche Mode – 'Memento Mori: Mexico City'

Stream the album via this page.
I love the song on 'Walking in My Shoes'. However, I must say this: I'm a little worried about Dave's song on 'No Good'.
I saw DM live during the Memento Mori tour and they've been better and more inventive live in the past; just consider the official live version of 'In Your Room' that was recorded during the Songs of Faith and Devotion tour. Wow.
This album is released on the same day as Nick Cave & The Bad Seeds' Wild God (Live God). Listen to that album to hear what is possible, by the hands and voices of people who are around as old as DM, who apply older tools, but reach more high-soaring goals.
Nick Cave & The Bad Seeds – 'Wild God (Live God)'

Stream the album via this page.
This is, at best, a soaring, gospel-sounding experience. Just listen to 'Frogs', the first track on the album. The artist as preacher comes out; Cave quips lines like a reverend. This is closer to gospel than nearly what James Brown, Sam Cooke, and Little Richard did live at times*.
Hear the guitar and the chorus of 'Tupelo'. Yeah, yeah, yeah!
Where Depeche Mode went electronic, Nick Cave & The Bad Seeds go back to gospel music. To choral music. To human breadth in mass voices. To simple chords on the piano, to Cave chanting 'you're beautiful' again and again and again to a tambourine and the chorus singing 'touched by the Spirit/touched by the Flame'.
Where Cave has gone from noise and punk and art in The Birthday Party to gaming pop music during the 1990s to two of his sons dying and his making intimate and extremely soulful electronic music, to creating gospel, this is a fucking live album.
Listen to the song 'Conversion' as hands-up proof that this album should be heard.
*This is said in total awe and adoration of Little Richard live in Hollywood, James Brown live at the Apollo, and Sam Cooke live in Harlem. These are three of my favourite live albums.
Die Nerven – 'LIVE IM ELFENBEINTURM'

Stream the album via this page.
I've no idea how this came to be, but Die Nerven have become one of my favourite modern ice-cold punk-ish artists. I don't know German, but I love Einstürzende Neubauten enough to have learned a bit, and it's not like one can't translate lyrics online.
Die Nerven live is a one-trick pony. Their sound is based largely on the guitar sound: it's either very reverby and non-distorted or reverby and distorted; the singer's voice complements the guitar in exactly the same sound. Drums and bass sound circumstancial.
That's how they sound live, but on record it's a different story. They're tight as hell on record!
Having said that, there's something about Die Nerven's live sound that really captures me in small doses. Two or three songs at a time, brilliant! I can't listen to this album in one single go without pauses, and that's saying something having just listened to two entire live albums before this one: I should be able to make it, but I can't.
This band is fairly close to being a German version of Swedish band Kent some points, but that's doing Kent a disservice as they're a lot more varied in styles.