For me there are a few that come to mind...and the venues will remain nameless. :)
In North Carolina, I was playing a show and the power went out mid set. People brought out a couple of candles and a flashlight so I could keep playing unplugged.
Speaking of power, I was on tour in 2003 in New York when the "Blackout" happened. A friend and I walked nine miles from the city to where we were staying in Queens. The next day we spend ALL DAY in the car driving to do a show in New Jersey for three people.
In DC, I played a venue that was haunted. Seriously. At least I knew it was a packed house, counting the seen and UNSEEN (insert dah, dah, dah music here). My car also died on the way to that gig. Good times!
In Tennessee, I once played a seedy, smokey, rebel rousin' biker bar. One of the patrons kept yelling randomly during the set, "Hell Yeah, Country Music." If them walls could talk...
And finally, in Georgia I surprised my mom by standing up to play and sing an original song at a songwriter's night. She thought we were just going to listen; she had never heard me perform anything and didn't know I was writing at all. All the way home, she kept shaking her head saying "my daughter is a songwriter, my daughter is a songwriter."
What are some great gig stories of yours?