In the early-to-mid 1980s, I was going to grad school in the Chicago loop (psychology, not music), and one day I went to Orchestra Hall to get something or see someone in their library or offices upstairs (no recollection beyond that). When I was leaving the office, I heard the orchestra rehearsing, and realized that a door leading into the gallery (the uppermost balcony) was right there. I quietly opened the door and slid into the dark gallery's top row, unnoticed.
The rehearsal (with Abbado) was just wrapping up, and I don't remember what the work was, but after a few minutes, everyone was gone except for Bud Herseth, alone on a dimmed stage except for his music stand's light. I knew that Pictures at an Exhibition was coming up on a CSO program, but not for another month or so. By that point, Herseth had played the work countless times, and recorded it with the orchestra more than once. Yet, alone in the hall, he was playing, over and over, with slight variations in tone and inflection, the opening theme. I sat there, a fly on the wall with goosebumps, getting to hear this in the resonant-ly empty hall by the trumpeter through whom I'd learned the piece via recordings, and here he was, a guy who'd probably done it more times than anyone else in the world, STILL honing it for the performance later in the season.
For the next year, I made it a point to visit the "library" regularly, and heard a number of rehearsals. Yep, I was trespassing, but I don't think I ever got as much out of breaking the law.