I have already mentioned Alice playing with Led Zeppelin, but here are some other early appearances that would have been amazing to see
October 11th, 1969: The Who and The Alice Cooper Group - Grande Riveria, Detroit, MI
April 19th, 1970: The Small Faces (featuring Rod Stewart) and The Alice Cooper Group - Minneapolis Labor Center, Minneapolis
November 21st, 1970: Jane Fonda(!), The Stooges and The Alice Cooper Group - University of Detroit
May 1st, 1971: The Alice Cooper Group and The Velvet Underground - Struthers Field House, Youngstown, Ohio
July 19th, 1971: Black Sabbath, The Alice Cooper Group, Yes - Ottawa Civic Center, Ottawa, Ontario