I won't buy tickets for sold out games through a concierge (anymore)- but I might still use them for a last minute reservation at a (otherwise sold-out) top Restaurant (they have often been successfull, knwoing each-other locally).

Sometimes, I might even not be a hotel-guest, but just go to the concierge, tell him my reservation request, tip him SFr 20 (in Switzerland), $20 (US) beforehand, and tell him that I am (with my friends) sipping a side-car at the hotel's bar waiting for his confirmation.