Thank you for clarifying. I misinterpreted the question, my apologies. Two movies that immediately come to mind:
Vampyr (1932) has a great double exposure sequence which no doubt would have been much easier to shoot with modern methods. Strongly recommended to fans of early horror movies. It features several shots that are both haunting and absolute classics.
Staying with the same director, Dreyer, The Passion of Joan of Arc would be another candidate. The camera angles in themselves are an effect and contribute to the oppressively disconcerting atmosphere. The way the set was designed with holes in the walls to allow for the camera to be placed in certain ways is genius. Modern methods would not have improved on this aspect of the film, but, on the other hand, nevermind CGI or effects, this movie features a bloodletting scene which could not happen today!
While I respect what you’re saying, music as a whole is so broad that I feel you could only make those kinds of arguments for certain styles of music.
For example, jazz is one notable exception where studio album tracks are pretty much recorded in one take without overdubs and are “live” from the studio. Improvising is essential to the music, and musicians interact with the crowd when live. The crowd response informs the notes bring played in a way that would not be possible in a studio.
Certain types of rock also benefit from live recordings, where mistakes and imprecisions convey a certain excitement to the sound!