I thought there was a discussion of this vid already in this thread, but I went back three pages and couldn't find it.
My Roxy the Movie arrived the other day, and I watched it. I was not sober. Holy crap. I had to stop it twice and take intermissions because watching that much concentrated awesomeness was blowing my mind.
It's one thing to listen to a band like this play this incredibly difficult, intricate music, and it's another to watch them do it. For one thing, you never know exactly what was live and what was overdubbed on a Zappa/Mothers album. Here, watching them do it, you realize that it almost didn't matter. They were that good anyway.
I've seen reviews saying they wish it was longer. Well, don't we all. But the video itself was amazing. I liked that it wasn't just a video version of Roxy & Elsewhere, of which I literally know every note. Starts with a track not from the album, and actually a lot of it wasn't from the album. Good! More to dig into.
Also interesting is noting the edits Frank made when creating the album. Seeing/hearing the live footage was quite revealing sometimes.