"How do you remember and celebrate past shows of your life knowing its over and you will never get them back?"
I guess it just depends on how good your memory is and how great an impression these shows left upon it. The fact is, I have just as vivid memories of musicals I loved that never had a cast album, such as Sophie, Hot Spot, The Student Gypsy, etc., as I do of the likes of Hello, Dolly and Mame, which I saw multiple times. Likewise with plays I saw just once, and long, long ago.
It's deleting the bad shows from my memory bank that proves difficult. And do I ever wish I could forget those!