These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Well, let's start off with "Christmas Eve Sarajevo 12/24" which is about a cellist in Sarajevo, a man who refused to go to bomb shelters during the Bosnian War, and instead played music for the town in the bombed out town square, including Christmas songs during December. It is the only song played twice during the concert, and both times, they pull out all the stops in terms of special effects. But where it really becomes the stuff of legend is during the intro, where the story's main character "the Angel" flies over several places in the world where there is human suffering (Belfast, Burundi, Palestine, Darfur) and nearly loses his faith in humanity because of all the terrible acts and "the killing for their god". Until he hears the cellist playing, which restored his faith in humanity and hope. Some Anvils Need to Be Dropped indeed. Bonus points for being based on a true story.
To elaborate on the epic effects for this song: during their 09 Tour, they had new LED screens as part of the background. While the song was played, they emulated their original video (Can be found on their website). Take a look at it in action: http://www.youtube.com/watch?v=a-kX3tbz424
"Epiphany". The singer is a Khmer Rouge general named Tran-Do, undergoing a Heel Realization when he compares his current occupation with his Confucian upbringing. The lyrics are great, but the music is epically awesome.