Around 2000, Rollins began recording many of his live performances; since then, he has archived recordings of over two hundred and fifty concerts. To date, four albums have been released from these archives on Doxy Records and Okeh Records: "Road Shows, Vol. 1"; "Road Shows, Vol. 2" (with four tracks documenting his 80th birthday concert, which included Rollins's first ever recorded appearance with Ornette Coleman on the twenty-minute "Sonnymoon for Two"); "Road Shows, Vol. 3"; and "Holding the Stage", released in April 2016.