'Tonight's show (and potentially the next night) may have been filmed on the Winterland's in-house video system. However, no concrete evidence has ever emerged that indicate this is the case. Certainly, there is plenty of video of other artists from around the same time, but the most likely scenario is that any film was lost in a fire at Bill Graham's San Francisco warehouse offices in 1985. It is possible that a copy may still reside in Springsteen's vaults.'
Edit: However, there is a story (which maybe is true, maybe it is not) the show (or the next night, or both) were filmed from the audience, and the video was offered for sale to the Springsteen organisation, which -apparently-denied the offer, because it was too expensive. (Was it really too expensive? If true-and not a myth-better explanation could be -maybe- the quality of the video was not good enough).