They're shooting Song Remains The Same in Pilot of Vinyl
This is likely the show referred to in the pilot of Vinyl when they're backstage preshow with Led Zeppelin. 1) It' s 1973 2) It's at "7th and 33rd", the address for MSG 3) There's film crew all around shooting and 4) The actors are wearing the exact same thing as in this clip from the Zeppelin film! Down to the stars on Jimmy's pants.
Postscript: Gothamist noticed a few days late as well. But did grab a photo and had a bit more color. Below.
"Oh dear. Listen, I don't know 1970s Robert Plant personally, but I am pretty sure this is not him. It's certainly his jacket, but the person filling that jacket is a goofy bizarro Plant, with an air of Arthur Fonzarelli to him. Aaaaay! Anyway, in the storyline Led Zeppelin is about to play one of the 1973 shows at MSG, which would later become The Song Remains The Same live film. As they hit the stage Plant starts to belt out "Somethin' Else" (which didn't make it to the video).
Prior to this scene we see Finestra and his crew on a private plane that, while smaller than Led Zeppelin's Starship jet, was reminiscent of that party-in-the-air vibe. The band took that jet to New York City for the shows.
In the background of the Finestra-Plant scene you can also see manager Peter Grant flipping out. Though this likely isn't why, during this trip (right before their final performance), the band had $180,000 stolen from them at the Drake Hotel. No one was ever arrested, even after Grant went on television to discuss the matter."