I think that musicals based on Anime or Games are of interest to their fans, and should be included. I did add a ton of albums related to the Neoromance games, and some of those albums probably cover live shows. This extends to DVDs with musical content, but I don't think we'd want to start including anime DVDs at all. The Sakura Taisen musical DVDs are borderline, but I can see an argument for including them.
On to categories, I think that in order to truly cover anime, we're going to have to split up the Video/Anime category so that albums like
this aren't presented to anime fans under the same classification as anime music.
So, in that regard, we may need it to split out a Film/TV Live Action and a Stage Live Action.
After we've got out categories squared away, we still definitely revisit album coloration, and figure out some adjustments.