Those are fun! I went to 4 or 5 of the Harry potter movies in concert. It's a fun way to re-watch older movies on a projector above, while having an amazing live orchestra play through the whole movie. It's really cool that the orchestra director can follow along with the electronic karaoke-like metrenome and keep everyone in sync with the movie the entire time.
They didn't show full episodes from the show. Rather, it was clips from the show organized around specific characters, themes, or moments from the show. Sometimes (not often, but sometimes), they would use voice lines from the show as well.
For example, (Avatar: The Last Airbender spoilers)
spoiler
they had clips and music about Iroh. It included, of course, Leaves From the Vine with audio and clips of Iroh singing it. I cried through that whole segment. I don't think there was a dry eye in that theater.