I got VERY good at quickly rewinding a film roll and slipping it in the hands of a nearby friend in case security spotted me and wanted to nick my film. Always had a handful of empty film rolls to give up (seemingly reluctantly)
Worst scare I had was when taping Ray Charles at a jazz festival in Norway c.2000, methinks. Well into the show, he exclaims that some ass is taping his show, and he's not too happy about it. Starts explaining he's not going to play on until he's got that tape in his hands!
I glance around, rather nervously, but noone is heading for me - so I just keep recording, hoping that someone else is on the hook. Lo and behold, moments later a stage hand comes on stage with what appeared to be a broadcast video tape, giving it to a triumphant Ray Charles who sits down and starts playing again. Phew!