With very few exceptions (which don't apply here) you can photograph (with either still or moving images) whoever or whatever you like as long as you're either in a public place or in a place where the owner of the property has given you permission to take photographs (or film images). For example, it's perfectly lawful to film someone in their garden, or inside their house, as long as you're (say) on a public footpath.
So, as long as the venue owner has given you general permission to film at the venue, rather than specific permission (to only film the bands), you're permitted to film whatever you like. (i.e. it's the permission of the venue owner that you require, not that of the individuals who might appear in the film).
Even if you filmed without permission, you'd only be committing a civil offence and not a criminal one. (i.e. the venue owner - not the people in the film - could sue you but you couldn't be fined or imprisoned).
Chris