most places won't give you unpaid days off, corporate policies and all. what kind of job do you have? if it's just some job like cashier at best buy or something, then yeah it's no big deal to quit your job. but if you've got a good job with benefits and such, you'd be crazy to quit.
i do think it's a bit crazy that you just took off two weeks (and this was recent so you already knew about U2's tour dates and could've cancelled this trip) and now want another week, so you can go to FOUR U2 shows. why not just try for a day or two off and go to one or two shows? is it really necessary to go to all four?