^ I love these one-off live vocals of songs that are normally lip-synced. You wonder if there are any more instances like this that we fans aren't aware of.
As far as I know the ones I know of are
Munich 1992: Black or White First line sung live
Oslo 1992: Jam and The Way You Make Me Feel is sung live briefly at the first verse
Wembley 1992: Black or White Sung live over the top of playback
Buenos Aires 1993 (night 2): Black or White Fully live after the first verse has some playback mishaps
Brunei (Royal) 1996: Live "hoo" as Earth Song ends
Prague 1996: They Don't Care About Us live ad-libs right before moving to In The Closet, the playback on You Are Not Alone is turned off early and Dangerous also includes live vocals for the call-and-response section
Bucharest 1996: Beat It and HIStory is sung live very briefly over playback for the first verse
Moscow 1996: They Don't Care About Us is sung live over playback for the first verse and chorus and briefly in the first post-chorus. Dangerous call-and-response section is sung live (again)
Auckland 1996 (night 2): Thriller is sung live briefly at the beginning
Sydney 1996 (night 1): Beat It sung completely live after some playback mishaps
Brunei 1996: First verse of scream sung live as well as some nos before the moonwalk
Bremen 1997 (night 1): Blood on the Dancefloor is sung live to some capacity
Lyon 1997: They Don't Care About Us is sung live over playback
Ostend 1997: Spoken section of Dangerous sung completely live
Bahamas 1998: Heal The World is sung completely live
MSG 2001 (night 1): The first verse on The Way You Make Me Feel is sung alongside Britney Speares live
American Bandstand 2002: Brief live scatting before call-and-response section
Also the "hoo" before the moonwalk in Billie Jean are done live infrequently in 1996 concerts.