I travelled from Newcastle to London once, to see Pet Shop Boys. Definitely worth it.
But a better question for me might be how far have I travelled to see a film. In late 1994, when Natural Born Killers was banned by the BBFC, I made a trip to Amsterdam to catch it at the cinema there (my trip coincided with the annual International Documentary Film Festival, which I used to attend).
One scene in the film features Native American dialogue, but the subtitles were in Dutch, not English, so that bit rather confused me. I saw the film with English subtitles when the ban was eventually lifted in the UK.
Was it worth the trip? To have an informed opinion, yes. A point of principle for me. But I still don't like the film.