I was surprised how many videos like this can be found -- orchestral versions of music from Zelda, Mario, Metal Gear and other video games.
There was one concert in Europe (represented in several YouTube videos) that used three giant screens over the orchestra, alternating live shots of the orchestra and conductor with video clips from the games. This clip only has one screen, but its video is the most current -- it shows scenes from "The Twilight Princess" (the most recent Zelda game).
I picked the shortest clip, just to minimize how long you have to listen to it. Some of the other clips are five and seven minutes long.