It's considered a documentary and actually played at theaters.
https://en.wikipedia.org/wiki/Pink_Floyd:_Live_at_Pompeii
Copy and paste from above page...
"Pink Floyd had already experimented with filming outside the context of a standard rock concert, including an hour-long performance in KQED TV studios in April 1970. Adrian Maben had become interested in combining art with Pink Floyd's music, and during 1971, he attempted to contact the band's manager, Steve O'Rourke, to discuss the possibilities of making a film to achieve this aim. After his original plan of mixing the band with assorted paintings had been rejected, Maben went on holiday to Naples in the early summer.
During a visit to Pompeii, he lost his passport, and went back to the amphitheatre he had visited earlier in the day in order to find it. Walking around the deserted ruins, he thought the silence and natural ambient sounds present would make a good backdrop for the music. He also felt that filming the band without an audience would be a good reaction to earlier films such as Woodstock and Gimme Shelter, where the films paid equal attention to performers and spectators. One of Maben's contacts at the University of Naples, Professor Carputi who was a Pink Floyd fan, managed to persuade the local authorities to close the amphitheatre for six days that October for filming. Access was secured after payment of a "fairly steep" entrance fee"
