So I went to a showing of the Chemical Brothers Concert Film called "Don't Think" last night at a theatre in Los Angeles. If you guys get a chance to check it out, I highly suggest it, there are some lasers, but the haze wasn't blowing in the right direction for much of it.
It's a really creative use of visuals and lighting (Lights are behind LED screens).
http://www.youtube.com/watch?v=L1xHNEfi5Lw
Really, you just have to watch it.