There are two Luna shows from New York in 1996 currently being seeded on bittorrent site Dimeadozen
The first is from The Irving Plaza on the 7th June:
The Luna show was PACKED, big room - they had nothing but greatest hits to play. Penthouse had had time to sink in, what an album. Stanley's snare is prominent in the mix, and you will need to crank this a bit, but it is a good sounding show and excellent performance and setlist.
The second is from The Mercury Lounge on 21st July:
Fabulous show at a WAY smaller venue that the previous month's Irving Plaza show. Guessing Irving is about 8 to 10 times the size of the Merc. Interesting setlist - I remember being totally knocked out by Hedgehog and Freakin' and Peakin' in particular. Also 3 out of the first 4 songs from the first album, a bit odd.