It pains me to admit that I've never seen the Mike Gordon Band perform live. I had tickets for his 2003 show at the Vic but my pregnant wife was refused entry with a roll of TUMS (security excuse: "homeland security") -- we got a refund and stuck around in Wrigleyville to watch the Cubs go up 2-1 in the NLCS vs. The Marlins (*ahem*... we know how that ended).
These two more recent shows just didn't work out either, but luckily here we are a few years later and very nice looking videos of the complete shows have emerged on YouTube. The September 25th, 2009 show at the Park West features a guest appearance by Ivan Neville on keys and vocals in the second set. The November 18th, 2010 at the (then) newly opened Lincoln Hall is a multi-cam shoot and features a crowd dance contest that just doesn't translate in an audio only recording.
Maybe a return to Chicago for Mike in 2013? We won't miss that one.
2009 - Park West
2010 - Lincoln Hall