I saw "Jim Marshall: Proof" a year or so ago at Books-a-million and loved it as I flipped though. I'm not a big buyer of books (I prefer the library), but have often regretted not picking up a copy. Checking around on occasion I never saw it again and never really tried to search for it on the net till tonight. Took a little while, but I finally found it in the third slot of the Google results for: photo book music "contact sheets". This is the only book that I can remember that puts forward a photographer's contact sheets. The Amazon review starts out:

To say it's rare for a photographer to publish his proof sheets is an understatement. It's almost unheard of. As Chronicle Senior Pop Music Critic Joel Selvin says in his excellent introduction, "Proof sheets are like a look behind the curtain at the Wizard of Oz."

I'd go a step beyond and say having contact sheets out in public is like being caught outside in only your underwear. Not quite naked, but pretty close. To be able to see the frames shot before and after the "hero" shot provides an amazing and intimate opportunity to see a little beyond the single images. If you're not sure what contact sheets are, or you just want to see a few from the book, you can use this link to see a few scans that Amazon provides. The contact sheets are the ones where you see a whole bunch (either 35 or 12) little images on one page. As much as I love the conveniences offered by digital photography seeing proof sheets REALLY makes me want to be in a darkroom.