The Forties and Fifties, seen through the eyes of Shostakovich and the Pet Shop Boys, were the historical centre of gravity for last night’s courageously broad Proms programme. Bartók’s Violin Concerto No. 2, a gently serialist folk exploration from 1937-8, introduced the era, with the Soviet composer’s 10th Symphony and the Pet Shop Boys’ retro biography of Alan Turing (**) offering markedly contrasting interpretations through their depictions of Stalin and the Enigma-decoding, convicted homosexual mathematician.

If last year’s Ring cycle triumphantly proved that world-class opera can be done at the Albert Hall, this Rosenkavalier suggests that the less epic end of the repertoire isn’t such a sure thing. That is not to say that this performance was dud, far from it; rather that its few problems were venue related. Balance was the main issue, though Robin Ticciati did a great job of whipping the London Philharmonic Orchestra into a passionate frenzy in the Prelude and then taking things down a notch and keeping them there to avoid engulfing the voices.

This was a rare outing by the World Orchestra for Peace, which has performed fewer than 20 concerts since the death of its founder Sir Georg Solti in 1997. UNESCO had designated this BBC Prom as "The 2014 Concert for Peace", the definite article implying a uniqueness which - according to rumour - is because concerts planned for Munich and Aix failed to get beyond the planning stage. It drew a respectable house to the Royal Albert Hall, which looked about three-quarters full.

“And suddenly there came from heaven a sound as of the rushing of a mighty wind, and it filled all the house where they were sitting.” To fill the Albert Hall – where a sizeable number of participants are standing, of course, in the best place – as handsomely as this, and as clearly, takes some work. Sir Andrew Davis and the BBC Symphony Orchestra know how to manipulate the space to best effect, and Elgar’s oratorios, of which The Kingdom is the third and last, are among the few works which mostly benefit from the warm halo it places around the sound.

What a difference a change of cast can make to a show. On Wednesday night I saw Tamara Rojo and Carlos Acosta as the titular lovers in English National Ballet’s Romeo and Juliet at the Royal Albert Hall (see below for that review). Last night it was the turn of ENB’s other Royal Ballet emigrée, Alina Cojocaru, and guest star Friedemann Vogel of Stuttgart Ballet.

With their self-conscious blend of flamenco, Latin and pop creating the improbable-sounding Catalonian rumba, the Gipsy Kings, who played to an ecstatic Royal Albert Hall last night, are one of the pioneers of the world music genre. Their contribution has just been recognised by the Grammys, where they shared this year’s World Music prize (with Ladysmith Black Mambazo) for their new album Savor Flamenco.

And so Dylan’s tour of European theatres, opera houses and concert halls ended on Thursday night at the Royal Albert Hall, his first dates here in 46 years. I’ve seen him plenty of times over the past 30 years. This was the best of them. Dylan’s found a way to use his voice again, and his group is so nuanced to its needs, it’s a pure pleasure to hear. Charlie Sexton plays a warm and refined lead, not rock'n'roll at all, and there’s a quiet glow between all the players; it’s as if they’re facing the same way, looking at the same colours.

This year I’ve sat through Carrie Cracknell’s Wozzeck dry-eyed, seen a handful of Mimis take their last consumptive breath without so much as a tremor, even heard Shostakovich’s shattering Symphony No. 13 without obvious emotional distress. I was beginning to think I was getting irretrievably jaded, hardened; then a bunch of Welsh kids with ukuleles and a folk trio from the Highlands came along and everything changed.

How many reviews of War Requiem do you want to read in Britten centenary year? This is theartsdesk’s fourth, and my second – simply because though I reckon one live performance every five years is enough, Rattle’s much-anticipated Berlin Philharmonic interpretation fell almost entirely flat, and I wanted to hear at least one good enough to move me to tears.

As it came to pass, Marin Alsop’s nationality was rather more of a factor than her gender on this historic Last Night of the Proms – but her deft put-down of remarks made only the week before (pace Petrenko) suggested that it might take a little more time (it’s only 2013, for heaven’s sake) for that glass ceiling truly to come crashing down and for her and others like her to be regarded as simply “conductors”.