Since he's widely regarded as one of the best live performers out there, it's
surprising that there's so few official live videos/dvds.

Prince and the Revolution - Live (1985) (Purple Rain tour)

Prince - Sign O' The Times (1987)

Prince - Lovesexy Live 1 & 2 (1988)

- Rave Un2 The Year 2000 (2000)

Prince - Live at the Aladdin Las Vegas (2002) (One Nite Alone... tour)

There were also a couple of live shows which were aired on TV
but never sold commercially...

Prince and the Revolution - Parade Live (1986)

Prince - Tokyo (1990) (Nude tour)

Madonna had the right idea, she's had a video or dvd out for pretty much
every tour she's done.

BorisFishpaw said:

Were Lovesexy, Parade and Nude officially released?

BorisFishpaw said:

And most of those are not easy to find

BEAUGARDE said:

I think they were broadcast and released overseas.

BEAUGARDE said:

Lovesexy was, it was released on 2 videos back in '88

Parade and Nude were only ever broadcast on TV.
They've never been released on video or DVD.

In fact, since video is really dead and buried now, the releases available on
DVD are the only things you can actually currently buy. And the only Prince
concerts available on DVD are...

Sign O' The Times

Rave Un2 The Year 2000

Live At the Aladdin Las Vegas

None of which are complete or 'true' concerts!
Sign O' The Times is mostly re-filmed at Paisley Park, and with the exception
of a small portion of Little Red Corvette, has all the non-SOTT tracks cut out.
Rave Un2 The Year 2000 is kinda edited together from performances over a couple
of days and seems patchy and disjointed, not quite gelling like a real concert.
And Live At The Alladin Las Vegas is barely half the show that was performed!

It's a pity that we're unlikely to see an official DVD release of the other
video-only or broadcast-only shows, let alone any other archive live
performances (a lot of which we're professionally filmed). It's a real missed
opportunity.