I went to Final Fantasy: Distant Worlds in Paris a year ago. It was amazing.
I've been a fan of Nobuo Uematsu's music since I played Final Fantasy 8 when I was ten, and I listen to the soundtracks regularily even now, so you can imagine how excited I was.
I rarely go to see contemporary music live too, so it was extra special.
Sadly there aren't many live video game music performances in France.

It seems you have to be in the US or in japan... There were some Bravely Default live performances that I've watched on youtube and I was blown away. I'd have liked so much to be there.
I'd like to see a movie with an orchestra playing the soundtrack one day.