Tenacious D opening for Weezer.
Weezer just couldn’t keep up, and I LIKE Weezer.
Not really historical, but I remember seeing Stevie Ray Vaughan open for Joe Satriani in the late '80’s. I was a big Satch fan then, and remember thinking Stevie Ray really blew Satch off the stage. And like a month later, Stevie Ray was dead. I was really bummed…
This was going to be my example. Weezer was good on that tour but Rivers just can’t compete w/ Jack Black as far as stage presence goes.
I remember seeing King’s X open for Living Color in the late 80’s/early 90’s. Living Color, a great band in their own right, just seemed kind of lost and pointless after that.
I was too young to have seen it, but KISS was routinely kicked off tours for showing up the headliners in their early days.
Odd. I saw Satriani open for SRV in about 1987. Sometime after Surfing with the Alien came out.
i guess i’m +2 on this one.
My husband says Dom Irrera opening for Cher. His words - “I saw Cher for free, and I felt ripped off. Dom had me laughing so hard I was crying.”
Some examples from the early 1980s (gawd I’m old :()
When Def Leppard’s third album was about to be released, they were booked on a tour opening for Billy Squier. Of course Pyromania tore up FM radio (and MTV) with Photograph and Rock of Ages soon after its release, and by the time the tour hit my neck of the woods the stadium was sold out, and not by fans of The Stroke. Def Leppard rocked the house, and poor Billy was booed and jeered until my throat was sore.
Saxon was a pretty well-known metal band, but made the mistake of letting German upstarts Accept (Balls to the Wall) open for them. The crowd reaction was not quite like the Def Leppard show, but Accept definitely stole the show.
And from the early 1990’s, at a show in Primm, Nevada (???), main-eventers Megadeath did put on a good show, but by my informal polling after the concert were thoroughly pwned by their opening act, an at-the-time hitless cult favorite called Korn.
I was at a concert in Seattle in the mid-90s; The Presidents of the United States of America opened for They Might Be Giants. There was a lot of buzz that the Presidents were just about to hit the big time. Didn’t steal the show, but they were pretty damn good.
I’ve seen TMBG live four times. Three of the opening acts rocked (The Presidents, Cub, and Lincoln) and the fourth sucked sweaty donkey balls (Gravel Pit).
Back in the day (70s), my tiny little college booked The J. Geils Band, and they did indeed rock. But the opening band, Steeleye Span, had everyone polka-ing in the aisles, whoopin’ it up. Then we all sat down for J. Geils.
The most recent example I got to witness- amusingly was Paul and Storm putting on a GREAT show 5-19-10 @ the Richmond Hat Factor and blowing away Jonathon Coulton. Don’t get me wrong, JoCo, had a great set, but if you’ve got “Best.Concert.Ever” the set was a bit too familiar. But Paul and Storm that night were on fire to an audience that didn’t really know them. By the end, everyone in that factory probably were Paul and Storm fans, and it was mostly for their stage presence and jokes and stories between the songs that won over the crowd. A Great show all around, but definitely in the end, felt like P&S did the impossible of making me a believer out of them and enjoying their set maybe even more than the JoCo set.
Wow - I think I saw that tour - my neurons need refreshing. 
Virginia, huh? Damn, I would have liked to have seen that show. I checked Coulton’s website, and he’s gonna be 'round here in July.
Paul and Storm used to be in DaVinci’s Notebook, right? I saw them open for The Bobs several years ago. They didn’t steal the show, but were damn good.
Back in the seventies when Deep Purple were doing a British tour their opening band was Nazareth, they totally rocked.
I said to my mates that D.P. would have to try extra hard so as not to be shown up by the support act.
D.P. came on stage and put on a really lazy show, along the lines of" look at us we’re big stars and you’re privelleged to see us ".
They were disappointing to say the least.
That tour made Nazareth as a big name band, but when I saw them as the main act not too long a time later they didn’t really try very hard and were very average.
Though not exactly unknown, I saw Joe Walsh open up for Stevie Nicks. Stevie was pretty boring all in all, but Walsh absolutely blew the roof off.
I saw that show in Vegas. Dom was very funny; actually Cher was better than I expected. 
I had totally forgotten about that tour. I left mid-Saxon as I was worn out from keeping with Udo (vocalist), and Saxon just did not show any enthusiasm for anything that night. Thanks for the memory of that! 
More 80s metal fun:
Mötley Crüe opening for Twisted Sister.
Bon Jovi opening for Ratt.
Annie Lennox opening for Sting at Sandstone in Kansas City. Not a good decision by Mr. Sumner.
Flo and Eddie opening for a reunited Monkees.
The Reverend Peyton’s Big Damn Band opening for damn near anybody (though Flogging Molly came out best).