could you perhaps use these pages as a way of capturing visitors email addresses? I.e 'The above event has now sold out/ taken place but to be first to hear about the next event (by the same group/artist) submit your email address here?
I think it is good to have these pages still on your site as it shows visitors you've sold tickets for lots of past events and I suppose if the pages are well optimised it will see you rank for tickets for the particular artist on the page.
Either way I'd keep the pages.