A few years ago I saw go go penguin perform their imagining of the koyaanisqatsi soundtrack live. It was one of the best things I've ever seen. I was spellbound from start to finish.
I’m thinking that the performance that I saw had the PGE plus the Hollywood Bowl symphony playing live to the movie, but I could be misremembering it and the symphony may have played other material with the PGE before or after the movie.
I saw PGE and the LA Philharmonic performing live with the movie in 2009 at the Hollywood Bowl, and they also performed other pieces, so you're likely remembering correctly.