I'm 21 now and can go to any show I want and come back as late as I want alone or not, but my mom used to not like it if I was alone or a venue I'd never been to before or it was a school night and I was usually a little bitch and did what she said about other things, but I stood up to her for concerts.
I used to ask but then one day I just explained to her how important music was to me and how fun concerts were to me (my favorite thing in the world pretty much) and said I was gonna find a way to get to any show I wanted to go to, even if they said no, no matter the consequences. I think she understood after that.
From then on, I just told her I was going to shows...I didn't ask.
I know this seems stupid and some people will look at a lot of us posting here as weak but I basically did what she said because she was funding most of my college so I'd rather go and listen to her, while having to take shit when I was 18 about other things.
So I can relate too. Just explain to them how important shows are to you and that might work. Or just go and if you get grounded or whatever, it will probably be worth it anyways.