Here’s a clip of The Band playing “Don’t Do It” in a December 1971 performance at the Academy of Music (later known as the Palladium) in New York. Recordings from The Band’s series of shows at the Academy were later compiled into the 1972 live album Rock of Ages, though I don’t believe this version of “Don’t Do It” is the one featured on that album.
Not a lot I need to say about it, except that I’m the worse off for never having gotten to see The Band play live. But this footage more than suffices—I’ll take what I can get.
Hope you enjoy, and happy 4th!