Rocky Horror Show - Picadilly Theatre 1991 - Complete Show
Quality is far from perfect, but not too bad for a 24 year old video.
Starring Anthony Stewart Head (Giles from Buffy the Vampire Slayer) as Frank N. Furter.
I now have a more detailed cast list:
Frank N. Furter - Anthony Head
Brad - Craig Ferguson
Janet - Zailie Burrow
Riff Raff - Tim Whitnall
Peter Bayliss - The Narrator
Magenta - Kate O’sullivan
Eddie/Scott - Ivan Kaye
Columbia - Vicky Likorish
Rocky - Adam Cairie
Ian good, Mark S Turnbull, Steve Thiebaut, Julia Hampson and Penny (surname unknown)