Yes!
"Smile You're on Candid Camera" behind the scenes was heavily covered when they performed at the Royal Albert Hall some 35+ years ago ...
Footage can be found at Cnn/ABC/CBS/Channel4/and subsequently on Playboy Channel (but that was the afterparty footage ...not very watchable for the faint harted)
Stefan
PS: AM GLUMIT!!!! (ask a romanian to translate that!)
Stefan is just kidding ofcourse :P
Yeah there are some video's of them performing. But it's very unlikely that it will be released, or that it will get in the bootleg circuit