This two-CD, one-DVD in-concert set does what all the great live albums do: It shows a side of the artist that studio efforts don’t or even can’t. After a decade together, Texas alt-country quintet Reckless Kelly is a powerhouse live unit, so much so that their raucous, go-for-broke shows make their fine studio albums seem downright stilted by comparison. That’s not an issue on Reckless Kelly Was Here, which captures a sweaty March show in Austin that amply demonstrates both the band’s onstage skills and the fierce devotion of their fans, who sing along lustily throughout.