Count Basie and Billie Holiday - "Swing Brother, Swing" - Live 1937
In 1937, Billie Holiday and Count Basie performed a few tracks at the Savoy Ballroom in Harlem. These were broadcast over the radio, and a radio transcription disc survived, with relitively high quality versions of the performance. Listen:
Several other performances, with multiple vocalists, from these 1937 radio broadcasts exist, and they are a lot of fun. Check them out: Count Basie at the Savoy Ballroom, 1937
So much music from the 30s and 40s was lost between the depression, the recording musician’s strike, and World War II. Many of the recordings that survive are in the form of radio transcriptions from live broadcasts. Even then, Copyright law makes the problem way worse, when a trove of Radio Recordings of Jazz musicians from the 30s was discovered in 2010 the current understanding of copyright laws meant that these recordings couldn’t ever be released (This situation changed a bit, in 2016. Some of the recordings have been released.)
Either way, these session represent a wonderful peice of music history, and they are a heck of a lot of fun!