On October 24, 1962, James Brown staged and recorded the concert that became the legendary album Live at the Apollo, also known as The Apollo Theater Presents, in Person, the James Brown Show (CD 3605). The Rock and Roll Hall of Fame notes that Brown did so over the objections of Syd Nathan, who felt that no one would be interested in a live album of previously released material. Brown was clearly vindicated.
To learn more about it, we have book devoted to the album, Live at the Apollo by Douglas Wolk (ML420.B818 W65 2004).
Brown returned New York's Apollo Theater for two more albums, James Brown and the Famous Flames Live at the Apollo. Volume II (CD 26788-26789), recorded June 24-25, 1967, and The Great James Brown: Live at the Apollo 1995 (CD 5106). In addition, Disc 3 of I Got the Feelin': James Brown in the '60s (DVD 3478-3480) features a 1968 performance by Brown at the Apollo.