Night 1 is completely available as Pro Shot from the leaked production tapes, but with sound issues during the first 10 or so songs:

Night 2 is pretty well covered. There was the "ABC in concert series" broadcasting 5 songs (Keep The Faith, Hey God, Blood On Blood, Wanted Dead Or Alive, This Ain't A Love Song) and there is an audience video which is just missing out on the last 2 songs:


Night 3: The complete official DVD footage is from that concert and there is a radio broadcast covering the whole show (also showing where they had fixed vocals/instruments on the final release). Furthermore, there are a lot of songs from night 3 which were added as B-sides to various releases.