Get Yer Ya-Ya's Out! — recorded in 1969 over two nights at Madison Square Garden — is the last official live document of the Rolling Stones in their swaggering Sixties prime; it's also one of the great live albums of all time.

Expectations were high for the band on its 1969 tour, the Stones' first in the U.S. in three years, and their first outing without guitarist Brian Jones,...