I've seen Richard Thompson live a few times, but only after he'd split from Linda. I have a bootleg of the last tour they did together--after they'd already agreed to divorce. Probably the most uncomfortable tour ever.
ADDENDUM: One of my favorite musical memories is standing outside a venue in Central Park, waiting for Richard Thompson to go on. As I stood in line, he did Goffin/King's "Goin' Back"--a favorite of mine, and a song he's never recorded--solo, as a sound check. Beautiful.