The above video comes from the Stones' concert film The Rolling Stones Rock and Roll Circus, which was designed to be an actual circus. Filmed in 1968, the video was never actually released until 1996, and also features performances by The Who, Jethro Tull, Yoko Ono, Marianne Faithfull, and Taj Mahal.
Here's where it gets really interesting: this is not only the first time that the Rolling Stones performed "Sympathy For The Devil" live (with John Lennon groovin' around the 5 minute mark), but it's also the last time the Stones' original lineup ever performed together live. Founding guitarist Brian Jones would be dismissed from the band 6 months later; a month later, he was found drowned in the pool at Cotchford Farm, the former home of Winnie the Pooh author A.A. Milne, where he was living at the time. (I only mention the Winnie the Pooh part because it's a favorite weird rock n' roll factoid of mine.)
Thanks to Paste Magazine for this cool find!