They don't have to be your own memories (which nullifies the thread title), just anything that's funny/outrageous/wrong/brilliant/genius etc...

My Dad recently told me about when he saw Lydia Lunch supporting The Cure, and her first song was 15 minutes of doscordant guitars, atonal sax and electronic pulses and drone, with Lunch reciting poetry over the top. Apparently The Cure fans abhorred it, and were throwing stuff at her in a desperate attempt to get her off the stage. The 'song' finished, and by this point the crowd were mega wound up. Then, she said "well, seeing as you liked that so much, I'll play it again." And she did! Hence the reason why she's one of the coolest people alive today :)