My first was 42nd STREET. Kristine Ebersole's "I Only Have Eyes For You" made me cry. I was actually in New York, seeing a Broadway show, seeing a famous Broadway actress sing a traditional Broadway showtune. I cried during the finale too.
First show that I saw, which introduced me to theatre, was the Goodtimes video of Mary Martin as PETER PAN. Still own that VHS today, which is no longer playable, since it was viewed so many times. I now own the DVD.
"The Spectacle has, indeed, an emotional attraction of its own, but, of all the parts, it is the least artistic, and connected least with the art of poetry. For the power of Tragedy, we may be sure, is felt even apart from representation and actors. Besides, the production of spectacular effects depends more on the art of the stage machinist than on that of the poet."
--Aristotle