The Toronto production of Phantom of the Opera. Colm Wilkinson in the title role (yes, the original English Jean Valjean from Les Miz moved to Toronto for a spell) and in a theater specifically restored and renovated for it. It was already one of my favourite musicals and still is to this day.
What band or solo artist would you love to see live but you know you never will (either because they are no longer around or because they are just unlikely to ever be in a place you could see them)?