Spinal Tap formed in 1979, five years before the classic film This is Spinal Tap premiered. They performed on TV and began developing their personas as idiotic heavy metal monsters.
When the band, along with director Rob Reiner, went to pitch their mockumentary to production companies, nobody "got it." It wasn't clear what an unscripted comedy pseudo-documentary would feel like. So Reiner asked for the screenplay fee—$60,000—to be paid up front as a budget for a short proof-of-concept film.
That skimpy budget went a very long way, allowing the group to produce The Last Tour, a 20-minute Spinal Tap film exploring some of the plot (and many of the songs) that appeared in the later film This is Spinal Tap. There's a surprising amount of concert footage, as various bits that were repeated in Tap (some interview clips were even used in Tap unaltered).
The Last Tour is delightful because it shows a well-developed idea being implemented on the cheap. The wigs are terrible, the sound is spotty, but the vision is spot-on. The characters and the core story of the group (including a string of dead drummers) is already in place, and we get to see the guys improvise together. Tune in (and be aware there's plenty of salty language here):
(Note: Around 4:38 in the clip above, we see Ed Begley, Jr. as original drummer John "Stumpy" Pepys in the "Gimme Some Money" video. Stumpy died in a gardening accident, of course.)