In February 2007 Jamiroquai performed a concert onboard an aeroplane flying between Germany and Greece - and during the flight managed to break six world records (highest ever concert, fastest ever concert, highest ever recording, fastest ever recording, highest gig in a plane and fastest gig in a plane).

The Black Eyed Peas band have recently done a similar thing (called "Mile High Karaoke") and according to Perth Now website now have the record for the highest ever concert.

I don't know about the other records, but its likely that some/all of them were also broken as well.