Hi, I'd like to help you with your question.
Separation anxiety is a normal part of childhood. Most children experience separation anxiety between the ages of 1 and 5. But the age can vary wildly depending on the situation and the child's development. Some children can have separation anxiety, feel better for a while, then experience it again. This is all normal.
However, when your child has separation anxiety to the point that it is beginning to interfere with attending school, playing with friends, or going out with others (their father, other relatives, etc), seems worried and fearful all the time, has tantrums, and/or withdrawals from family or friends then it becomes a problem that needs professional help.
Since your son is ok at school after you leave, it sounds like he is able to adjust to being without you. At the concert, seeing you might have reminded him that he misses you and he started to cry. It may just be a matter of adjustment and more development (growing out of it) before he begins to be able to leave you without crying.
In the meanwhile, try separating from him by encouraging him to go out somewhere with his father and grandparents. Set up play dates with friends and ask the other children's mother or father if it is ok to leave him for a short time. Do this in increments. Stay with him the first time he goes over, then leave for 15 minutes the next time, etc.
You can also develop a special goodbye with him. Keep it routine and do it each time you separate. Have him suggest a special gesture such as kisses on each cheek or a big hug. Make it fun and silly. He may then associate you leaving with something fun. But once you do your special goodbye, leave immediately. Do not stay or linger. It will only confuse him.
Try not to come back to him when he cries. Reassure him once, say your goodbye, then go. If you come back, he will associate his crying with getting you to respond to him. Then it will be harder to reassure him.
After trying these steps you still feel you want your son seen by a therapist, that is fine. It never hurts to have an evaluation done to be sure there are no concerns and that your son is doing well developmentally. To find a therapist, talk with your son's doctor. Or you can search on line at http://www.therapistlocator.net/ or http://www.goodtherapy.org/find-child-therapists-counselors.html.
You can also educate yourself on child separation. Here are some resources to help you get started:
Helping Your Child Overcome Separation Anxiety or School Refusal: A Step-By-Step Guide for Parents by Andrew R. Eisen, Linda B. Engler and Joshua Sparrow
The No-Cry Separation Anxiety Solution: Gentle Ways to Make Good-bye Easy from Six Months to Six Years by Elizabeth Pantley
I Don't Want to Go to School: Helping Children Cope with Separation Anxiety (Let's Talk) by Nancy Pando LICSW and Kathy Voerg
You can find these books on Amazon.com or your local library may have them for you.
I hope this has helped you,