Live at the Roundhouse is a live concert DVD by American dark cabaret duo The Dresden Dolls. On November 3 and 4, 2006, The Dresden Dolls performed at London's recently restored Roundhouse venue. The shows (and resulting DVD) featured a large number of artistic performers, circus acts, gymnasts, and cabaret dancers, both as support acts and participating alongside the band during their set. The set draws from both of their studio albums, previously unreleased songs and covers.

Paradise is a concert video taken from a performance of The Dresden Dolls at The Paradise Rock Club in Boston, MA on June 5th, 2005 and released on DVD on November 22, 2005. The set list includes: 1. Good Day, 2. Missed Me, 3. War Pigs (Black Sabbath), 4. Perfect Fit, 5. Christopher Lydon, 6. Bad Habit, 7. Half Jack, 8. Girl Anachronism, 9. Pierre (Carole King) and 10. Truce.

In November 2017, The Dresden Dolls played three sold-out shows commemorating the 40th Anniversary of The Paradise Rock Club, a venue deeply tied to the band, which notably hosted their debut album release in 2003, and aforementioned Live: In Paradise DVD filming amidst the Dolls’ thirty-one date tour with Nine Inch Nails, among others. Return to Paradise was filmed on November 6th, 2017, the final night of the band’s three-show run, and is a dedication to the continued love and spirit of Dresden Dolls fans, and venues like The Paradise Rock Club which play such an important role as the foundation of live music communities. Although plans for a full-scale Dresden Dolls tour have been temporarily postponed, this film shows the band doing what they love best and leaving it all on the stage.

Dresden Dolls performing The Dresden Dolls live at Enmore Theatre, Sydney from January 2012.