If your tickets are being delivered by mail, and you have not received them yet, when you do, mark "return to Sender" on the envelope and send it back. Then notify your credit card company that you never received the tickets, and have them remove the charge from your account. The credit card company must do this! It is then up to the vendor to prove that you did receive them. Without that proof (certified delivery, return receipt etc.), the credit card company will not reinstate the charge.
If you have already received the tickets by mail, you can do the same thing as long as you didn't have to sign for the tickets. Of course, you can't use the tickets after this without getting into legal trouble. Once you verify that the charge has been reversed, burn the tickets.
If you picked them up in person and paid with a credit card, you still might be able to have the charges reversed. Credit card companies will reverse charges for services if you are not satisfied with the service. You could claim that the concert is no longer what you originally bargained for when you bought the tickets - that the product or service is now damaaged or tarnished in your eyes. Again, once you dispute the charge, the credit card company must reverse the charge and it is the responsibility of the vendor to prove that the charge is valid.
I thought of this because my fiancee just went through something like this. She is a lawyer, and she had a client that didn't like what my fiancee told her. My fiancee told her exactly what she could expect to get in court, did all of the paperwork and prepared for the court appearance. The client decided to get another lawyer, and almost a year later, disputed the credit card charge stating that she was dissatisfied with the service my fiancee provided. They took the money out of her account immediately, and she was unable to get them to reinstate the charge, even though she was able to prove that the client got in court exactly what my fiancee told her she would get, even with a new lawyer.
So spread the word, Freepers!