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'The Last Waltz' is one of our great Thanksgiving traditions

This week, we are talking about concert films. To be clear, we're not talking about music documentaries -- these are movies that document one concert.

There's a Thanksgiving Day tradition of watching of listening to "The Last Waltz," a documentary about The Band's final concert, which they played on Thanksgiving Day. Neil Young, Bob Dylan, Muddy Waters and The Staples Singers all make appearances. Even Ringo Starr is there.

The Last Waltz

And of course, it was directed by Martin Scorsese. Despite that, Kpolly admits he's never seen it before. I make the case for why he should change that. Hear us talk about this classic and share our picks for our other favorite concert documentaries below.