I picked up the first Buena Vista Social Club album the next day. It was great, incredible even, but it didn't reproduce the energy that I felt watching them live on TV the day before.
The live album (BVSC Live At Carnegie Hall) reproduces that energy.
Sample some of the new albums tracks here.
...or...
Buena Vista Social Club via MySpace

If you're into the live album thing, more than worthy of a mention is the new Clash album "Live at Shea Stadium" (coincidentally also recorded in NY). Strummer does some nice freestyling at one point, and the band does some fun things with some of their tunes. Probably my favourite Clash live performance. This was a time when their loyal Euro fans had labelled them "sell outs" as a result of the band agressively seeking popularity in the U.S.
You can listen to some of the live tracks on their website here.