There is some footage (less than 10 yrs old) of the Stones rehearsing in a studio, where Keith walks in, plugs in his guitar, plays a few notes, tweaks the settings on his amp, and plays a few more notes.
I could swear it was on the Four Flicks documentary (the studio looks similar), I watched it last night but didn't see it. Is it on one of the other disks, did I completely miss it, or is it from somewhere else?