A manual for writers of research papers, theses, and dissertations, 7th edition - Kate L. Turabian 2007

Live performances
Parenthetical citations–reference list style: citing specific types of sources
Part II. Source Citation

THEATER, MUSIC, AND DANCE. Cite live theatrical, musical, or dance performances only in parenthetical citations. Include the title of the work performed, the names of any key performers and an indication of their roles, the venue and its location, and the date. Italicize the titles of plays and long musical compositions, but set the titles of shorter works in roman type, enclosed in quotation marks. Use headline-style capitalization for titles. If the citation is focused on an individual's performance, list that person's name before the title of the work. Separate the elements with commas.

P: (Birdie Blue, by Cheryl L. West, directed by Seret Scott, Second Stage Theater, New York, June 22, 2005)

(Yuja Wang, pianist, “La Valse,” by Maurice Ravel, Orchestra Hall, Chicago, March 26, 2006)

Instead of using a parenthetical citation, you can sometimes cite live performances by weaving the elements into your text.

Yuja Wang's performance of Maurice Ravel's “La Valse” (March 26, 2006, at Orchestra Hall, Chicago) demonstrated her understanding . . .

If you viewed or listened to a live performance in a recorded medium, cite the recording. For sound recordings, see 19.8.4; for video recordings, see 19.8.5; for online files, see 19.8.6.

MOVIES. If you viewed a movie in a theater, cite it similarly to a live performance in a parenthetical citation or by weaving the elements into your text. (For movies viewed as video recordings, see 19.8.5; for movies viewed online, see 19.8.6.) Include the title of the movie (in italics), the director, the name of the production company or distributor, and the year in which the movie was released. Use headline-style capitalization for titles. Separate the elements with commas. If relevant, describe the scene you are citing.

P: (Capote, directed by Bennett Miller, Sony Pictures Classics, 2005, opening scene)