I have not seen very many musicals both as stage productions and as films. The first that comes to my mind is Fiddler on the Roof, which I have seen in at least 2 different stage productions in Finland. The film is a classic, of course, and I've seen it many times. I don't think that any actors I have seen in the main role onstage have quite matched Topol's performance, even though I think they did a pretty good job.

And another - the Sound of Music. I saw a stage performance by an amateur theatre company once. The film is such a classic, I don't think I even began to compare the stage production to the film in my mind, because otherwise the expectations would have been too much. They did a good job and it had the vibrance of a live performance, though visually it certainly was not as exciting as the film with its actual Austrian locations.