How about Fleetwood Mac and the USC Marching Band?
Check out Stevie Nicks twirling the baton.
Dwight Yoakam has had some notable collaborations over the years.
being a Dwight fan, I think this is my nominee' for "most surprising collaboration"
CMT's long running program Crossroads is a series of concerts featuring a country star combined w/ a pop or rock star. They play some of both of their hits, and maybe some covers. It's yielded some intriguing combinations over the years. Here's Kacey Musgraves and Katy Perry. Audio only, can't seem to find a video. Cover of a Dolly Parton song.
A sad country song, one of my favorite.
How about Alison and Gillian, 2 of my favorite vocalists. From "O Brother Where Art Thou?"