Sometimes the best way is to do it in very short bursts and leave BEFORE he becomes a problem. You need a series of little successes to be able to build to longer successes.
For example - someone was posting about needing to teach her son table manners. Fo a kid with awful table manners, sitting through a five course meal at a formal dining occasion would be torture, as it would be for their parents. But there are ways to break it down to manageable pieces.
husband & I had just dropped difficult child 1 & easy child 2/difficult child 2 at Central railway station in the city, to go off to camp (Young Carers). We were in the city on a Sunday summer evening with difficult child 3. We would need to buy dinner before going home, there was nobody at home but us three, for the next week. husband had the next day off work.
So we decided to treat ourselves and go to a fancy seafood restaurant in Sydney - Doyles on the Strand (if ever you're in Sydney, this is a must).
We made difficult child 3 come in with us and sit. The restaurant was fairly empty, we had a table two tables away from the nearest and in a darker corner (near the kitchen - a compromise). It was almost too early for dinner, probably why the place was so empty. So we made difficult child 3 sit with us and look at the menu. We helped him select his meal, allowing him a lot of leeway in having something we knew he would enjoy. Then once the order was placed (politely) we let him leave the table; there is a small harbour beach right outside and he wanted to paddle. (if we'd had a table outside, we could have almost sat beside him).
When the meal arrived we went to fetch him. Of course, had had fallen over in the water and was saturated, but the waiter brought a sheet of plastic for him to sit on. While difficult child 3 ate we required polite table manners but when he had finished we let him go outside again. For each course, he had to sit and order politely, and then eat it with some semblance of acceptability, but because we gave him frequent relaxing play breaks he didn't find it too stressful. neither did we. OK, we left with a sopping wet kid and he had to sit on a plastic sheet in the car, but we all had fond memories. By ordering each course separately, it meant we could leave at any time. But his reward for sticking it out was the big bowl of ice cream for dessert (while I had creme brulee).
At other times we let him play his Nintendo DS at the table as long as we aren't ordering or eating. I know it's appalling manners but it means he is slowly learning, slowly getting the idea of what is required and also doing it in a way he can handle.
You can do the same thing with a concert - sit away from other people, near the exit or near the aisle up the back and bring something quiet to occupy him. If he gets too fractious, take him outside preferably BEFORE he whinges. Tell yourself that any time at the concert is a bonus, be prepared to spend the entire time outside in the foyer, so any time you spend inside is good. Slowly he should get used to concerts and not find them too taxing, especially if he knows he can go outside if he feels he needs to.
We've had to do that with difficult child 3 sometimes, when we knew the topic of the concert was likely to make him anxious, for example.
Good luck with it!
Marg