When it's really good, I feel like the music is transported into me. When I heard Ry Cooder play his little guitar solo in John Hiatt's "Lipstick Sunset" live with Little Village, time ceased to exist. I had a cosmic out-of-body experience, as high as I've ever gotten from music.
The same happened when I heard J.S. Bach's Concerto for Four Harpsichords (BWV 1065) performed by Trevor Pinnock conducting The English Concert (whilst playing harpsichord!).