These threads are always a great source for music you haven't heard although i'd probably err on the side of streaming many before buying a vinyl version. Also obvious is that few here can confine it to three but i'll do my best:
1. Allman Bros--Live at Fillmore East--many recommendations on this one
2. Santana- Abraxas--played this one frequently at my student apartment in France in 1974 and my landlady next door begged to know what it was--i went and bought it for her and then got to listen to it through the walls nearly every night for a year--she told me it saved her marriage 😀
3. Little Feat--Waiting for Columbus--IMO best live album ever recorded