on top of fredrik's list, some of my favourites are:

Audio:-

Richie Sambora - San Diego 1991 (a very high quality pressed copy is available with no blips)
Bon Jovi - Paris 1996 (just a tv show but i love both the audio and video)
Richie Sambora - Osaka 1998 (excellent quality audience recording)

Video:-

Bon Jovi - Tokyo 1988 (new year's eve show - great energy)
Richie Sambora - Letterman (?) 1991 (not seen this for a while but rich did a couple of songs with an apperance from cher )
Richie Sambora - Tokyo 1998 (pro shot but single camera feed. not as good a show as osaka but the only pro-shot richie show i own)
Bon Jovi and Southside Johnny - Hamburg 2001 (an acoustic gig on some german tv show. they all look pissed and it seems to work well!)

i've noticed wembley 1995 (the sunday show ?) has surfaced aswell fairly recently. hopefully i'll get my mits on that someday.