Ornette Colman at the Edinburgh Festival sometime in the late 80s or early 90s. Left after the first half - on the one hand free jazz was never really my thing, but all he played was squeaks and farts while the band faffed along with some random clattering and the odd tuneless noodle. To me he looked coked up and taking the proverbial ... there was no actual music to redeem the performance, it felt like a wind-up, pushing it to see how far the fawning masses could be provoked and yet still clap at the end. Of course the reviews next day were glowing for such a legend ...
I also walked out of a Jordi Savall solo viola da gamba concert at the Wigmore Hall at half time, only a few years ago. I like Savall (in ensemble at least) and I like French baroque gamba music, but it's such a small instrument to fill a fair sized hall and straining to hear for 45 minutes totally tired me out. Actually don't know why I went because I knew really that's what we were in for, I guess the wife must have bought the tickets.