I have seen this type of thread on various forums and always found it interesting and fun. To the best of your memory, please post your complete concert history. I have limited this to primarily metal, as it would be explosive if I included all genres, but feel free to do so.
Also, if this is better suited for the PROG POWER LOUNGE sub-forum, then please feel free to move it.
1985
Iron Maiden / Accept Poplar Creek
Motley Crue / Autograph (Rosemont Horizon)
AC/DC / Yngwie Malmsteen (Rosemont Horizon)
Between 1986 1990
Megadeth / Warlock / Sanctuary (Aragon Ballroom)
King Diamond / Flotsam & Jetsam / Annihilator (Aragon Ballroom)
Slayer / Danzig / Trouble (Aragon Ballroom)
Voivod / Vio-Lence / Anacrusis (Cubby Bear)
Ozzy Osbourne / Anthrax (Rosemont Horizon)
Anthrax / Helloween / Exodus (Aragon Ballroom)
Squadron (McGreevys)
Early 90s
Sepultura / Sacred Reich / Napalm Death / Sick of it All (Vic Theater)
Ministry / Helmet / Sepultura (UIC Pavillion)
Metallica / Danzig / Suicidal Tendencies (World Music Theater)
DRI / Nasty Savage / Cyclone Temple (Cubby Bear)
DRI / Anacrusis (Medusas)
Exploited / Bio-Hazard / Type O Negative (Medusas)
DRI / Pro-Pain (Thirsty Whale)
GWAR / Agony Column (Vic)
Mid-Late 90s
Manowar / Stonehenge (Jackhammers)
Metallica / Corrosion of Conformity (Rosemont Horizon)
DRI (Fireside Bowl)
Motorhead (Expo of Extreme II Vic Theater)
Milwaukee Metalfest 1999
Iron Maiden / Monster Magnet / Clutch (Aragon Ballroom)
2000 2001
Danzig / Samhain / Hatebreed (House of Blues)
Motorhead / Supersuckers / Nashville Pussy (House of Blues)
Megadeth / Iced Earth (some theater in Rockford)
Metallica / Kid Rock / Sevendust (Allstate Arena)
Metallica / Stone Temple Pilots (Chicago Speedway?)
2002
Iced Earth / In Flames / Jag Panzer (Metro)
Milwaukee Metalfest 2002 (Exodus, Vio-Lence, etc)
Manowar / Immortal / Catastrophic (Rileys Rock House)
Kreator / Destruction / Cephalic Carnage (Rileys Rock House)
Dio / HammerFall (Rave)
Motorhead / Morbid Angel (House of Blues)
2003
Haunted / Kataklysm (Metro)
Macabre (Bottom Lounge)
Helloween / Jag Panzer / Beyond The Embrace (Vic Theater)
Opeth / Lacuna Coil / Beyond The Embrace (Rave)
Metallica Summer Sanitarium (Speedway)
Milwaukee Metalfest 2003
Kataklysm / Wherewolf / Malignancy (Bottom Lounge)
Kataklysm / Dying Fetus (Bottom Lounge)
Dimmu Borgir / Nevermore / Children of Bodom / Hypocrisy (House of Blues)
Motorhead / Anthrax (House of Blues)
Symphony X (Metro)
Six Feet Under (Metro)
Slayer / Hatebreed / Arch Enemy (Aragon Ballroom)
King Diamond / Entombed (Metro)
In Flames / Soilwork / Chaimera / Unearth (Vic)
Metal Gods (Halford / Testament / Immortal) (House of Blues)
2004
Iced Earth / Children of Bodom / Evergrey (Metro)
Queensryche / Symphony X (House of Blues)
Metallica / Godsmack (Bradley Center)
Seven Witches / Ion Vein (Penny Road Pub)
Opeth (House of Blues)
Dream Theater (Riviera)
2005
Ozzfest 2005 (Sabbath, Maiden, In Flames, Arch Enemy, etc)
Novembers Doom / Twelfth Gate / Disinter (Wheaton Grande)
Novembers Doom / Twelfth Gate (JJ Kelleys)
HammerFall / Edguy (House of Blues)
Motorhead / COC / Zeke / Brand New Sin (House of Blues)
2006
Sonata Arctica / Ion Vein / Grigori 3 (House of Blues)
Chicago Powerfest 2006 (Music Box)
DragonForce / All That Remains (Vic)
Novembers Doom (Lot 4)
Slayer / Lamb of God / Mastodon / Children of Bodom (Aragon)
Katatonia / Moonspell / Daylight Dies (Pearl Room)
Alehorn of Power Fest Manilla Road, Slough Feg (Double Door)
2007
Trouble / D-Connect / Heaven and Hell (Nite Caps)
Chicago Powerfest 2007 (Pearl Room)
Heaven & Hell / Megadeth / Machine Head (Allstate Arena)
Trouble / Judas Rising / Urn (Legends)
High on Fire / Russian Circles (Wicker Park Summerfest)
Marilyn Manson / Slayer / Bleeding Through (Allstate Arena)
2008
Trouble / Kataklysm / Smoke / Rival (House of Blues)
Trouble / Icarus Witch (Dougs Bar and Grill)
Iced Earth Chicago Powerfest (Pearl Room)
Candlemass / Daylight Dies (Pearl Room)
Iron Maiden / Lauren Harris (Allstate Arena)
Judas Priest / Heaven and Hell / Motorhead / Testament (First Midwest Bank)
Also, if this is better suited for the PROG POWER LOUNGE sub-forum, then please feel free to move it.
1985
Iron Maiden / Accept Poplar Creek
Motley Crue / Autograph (Rosemont Horizon)
AC/DC / Yngwie Malmsteen (Rosemont Horizon)
Between 1986 1990
Megadeth / Warlock / Sanctuary (Aragon Ballroom)
King Diamond / Flotsam & Jetsam / Annihilator (Aragon Ballroom)
Slayer / Danzig / Trouble (Aragon Ballroom)
Voivod / Vio-Lence / Anacrusis (Cubby Bear)
Ozzy Osbourne / Anthrax (Rosemont Horizon)
Anthrax / Helloween / Exodus (Aragon Ballroom)
Squadron (McGreevys)
Early 90s
Sepultura / Sacred Reich / Napalm Death / Sick of it All (Vic Theater)
Ministry / Helmet / Sepultura (UIC Pavillion)
Metallica / Danzig / Suicidal Tendencies (World Music Theater)
DRI / Nasty Savage / Cyclone Temple (Cubby Bear)
DRI / Anacrusis (Medusas)
Exploited / Bio-Hazard / Type O Negative (Medusas)
DRI / Pro-Pain (Thirsty Whale)
GWAR / Agony Column (Vic)
Mid-Late 90s
Manowar / Stonehenge (Jackhammers)
Metallica / Corrosion of Conformity (Rosemont Horizon)
DRI (Fireside Bowl)
Motorhead (Expo of Extreme II Vic Theater)
Milwaukee Metalfest 1999
Iron Maiden / Monster Magnet / Clutch (Aragon Ballroom)
2000 2001
Danzig / Samhain / Hatebreed (House of Blues)
Motorhead / Supersuckers / Nashville Pussy (House of Blues)
Megadeth / Iced Earth (some theater in Rockford)
Metallica / Kid Rock / Sevendust (Allstate Arena)
Metallica / Stone Temple Pilots (Chicago Speedway?)
2002
Iced Earth / In Flames / Jag Panzer (Metro)
Milwaukee Metalfest 2002 (Exodus, Vio-Lence, etc)
Manowar / Immortal / Catastrophic (Rileys Rock House)
Kreator / Destruction / Cephalic Carnage (Rileys Rock House)
Dio / HammerFall (Rave)
Motorhead / Morbid Angel (House of Blues)
2003
Haunted / Kataklysm (Metro)
Macabre (Bottom Lounge)
Helloween / Jag Panzer / Beyond The Embrace (Vic Theater)
Opeth / Lacuna Coil / Beyond The Embrace (Rave)
Metallica Summer Sanitarium (Speedway)
Milwaukee Metalfest 2003
Kataklysm / Wherewolf / Malignancy (Bottom Lounge)
Kataklysm / Dying Fetus (Bottom Lounge)
Dimmu Borgir / Nevermore / Children of Bodom / Hypocrisy (House of Blues)
Motorhead / Anthrax (House of Blues)
Symphony X (Metro)
Six Feet Under (Metro)
Slayer / Hatebreed / Arch Enemy (Aragon Ballroom)
King Diamond / Entombed (Metro)
In Flames / Soilwork / Chaimera / Unearth (Vic)
Metal Gods (Halford / Testament / Immortal) (House of Blues)
2004
Iced Earth / Children of Bodom / Evergrey (Metro)
Queensryche / Symphony X (House of Blues)
Metallica / Godsmack (Bradley Center)
Seven Witches / Ion Vein (Penny Road Pub)
Opeth (House of Blues)
Dream Theater (Riviera)
2005
Ozzfest 2005 (Sabbath, Maiden, In Flames, Arch Enemy, etc)
Novembers Doom / Twelfth Gate / Disinter (Wheaton Grande)
Novembers Doom / Twelfth Gate (JJ Kelleys)
HammerFall / Edguy (House of Blues)
Motorhead / COC / Zeke / Brand New Sin (House of Blues)
2006
Sonata Arctica / Ion Vein / Grigori 3 (House of Blues)
Chicago Powerfest 2006 (Music Box)
DragonForce / All That Remains (Vic)
Novembers Doom (Lot 4)
Slayer / Lamb of God / Mastodon / Children of Bodom (Aragon)
Katatonia / Moonspell / Daylight Dies (Pearl Room)
Alehorn of Power Fest Manilla Road, Slough Feg (Double Door)
2007
Trouble / D-Connect / Heaven and Hell (Nite Caps)
Chicago Powerfest 2007 (Pearl Room)
Heaven & Hell / Megadeth / Machine Head (Allstate Arena)
Trouble / Judas Rising / Urn (Legends)
High on Fire / Russian Circles (Wicker Park Summerfest)
Marilyn Manson / Slayer / Bleeding Through (Allstate Arena)
2008
Trouble / Kataklysm / Smoke / Rival (House of Blues)
Trouble / Icarus Witch (Dougs Bar and Grill)
Iced Earth Chicago Powerfest (Pearl Room)
Candlemass / Daylight Dies (Pearl Room)
Iron Maiden / Lauren Harris (Allstate Arena)
Judas Priest / Heaven and Hell / Motorhead / Testament (First Midwest Bank)