I saw Eric Clapton, probably in 1976, doing a warmup gig for a tour at Hemel Hempstead. It was so small that you could walk over to the bar, buy a drink and walk back to stand 10 feet from the front of the stage and watch him play.
There was a place in West Texas where Linda Ronstadt reportedly got up and sang a few tunes when she just happened to drop in one night. I was not present that evening, but by all accounts, come closing time they cut her microphone off mid-song. A friend who was there told me people were telling the old clodhoper building manager, “What are you doing?!? This is Linda Ronstadt!! You’d normally have to pay big bucks to get her to sing on your stage.” To which the old bastard said words to the effect of, “Well, I ain’t never heard of no Linda Ronstadt and ahm tahred and wanna go home, so y’all git.”
Maybe on college campuses. Led Zeppelin alone played some big arenas in 1970: Denver Coliseum (11,500), Boston Garden (>12,000) , Madison Square Garden (21,000), Pacific Coliseum, Vancouver, BC (19,000) and The Montreal Forum (17,500) among others over a couple of North American tours. Many more venues greater than 5,000. Venues by location
While not a really small venue, Billy Joel once announced a show at the Paramount (Huntington, Long Island) on a Wednesday morning for that evening. Plus, he just popped into a local elementary school for an impromptu show last week.
The 1975 Rolling Stones tour announcement… On a flat bed truck playing Brown Sugar: The Rolling Stones' Tour of the Americas '75 - Wikipedia
Whenever Pearl Jam plays around Chicago, Eddie Vedder usually ends up playing an unannounced solo show at one of the local Cubs bars (Cubby Bear or Murphy’s for examples).
Beck played at my local taqueria in 2005.
I saw John Fogerty go onstage and play some Creedence songs with Duke Tumatoe & the Power Trio at a small blues bar in northern Indiana. It was the late 80s, around the same time he played CCR songs at the Vietnam veteran’s concert in Washington DC.
He had refused to play the songs for years before that, due to his legal problems with Fantasy Records. There were maybe 200 people there and I was very close to the stage. It was one of the best concert experiences of my life.