I used to own a beta (0_0; tape of the Deep Purple set - let's see if I can remember the setlist:
Burn
Might Just Take Your Life
Lay Down Stay Down
Mistreated
Smoke on the Water
You Fool No One
Space Truckin'
OK, I cheated, there's a review of a new CD release of the soundtrack
here. (Actually, I got all but Lay Down Stay Down, which wasn't even in the video!) If you can find a copy it's classic - it's the show where Ritchie Blackmore smashes his guitar into a big camera, has his amp (and hair!) set on fire, and throws said burnt amp and smashed guitar into the audience.