With regard to European Shows:
Most festivals provide information on what you can and can't take to the festival area.
from www.hurricande.de posted:
Taking pictures for privat use is permitted. Professional audio- and videorecording equipment is not allowed on the festival ground. Any abuse will be prosecuted.
I'm going there with a few friends. Since it only mentions "pictures" I'm going to ask about handheld audio recorders and hand-held cameras which are not "Professional", since I want to record sound while my friends videos the gig.
Roskilde allows you specifically to only take still pictures and Arvika festival simply mentions that video is forbidden... Not very detailed info I'm afraid.
So when in doubt, contact local management and ask!
And if they refer you to their website - which doesn't really say anything, tell them that NIN has a more clear policy on recording than any venue ever. Which is kinda weird, as the venues enforce the rules, so they should also clarify them...