Add a gig by hand, or pull it from Bandsintown.
A show is a date, a venue, and a city. Add one by hand from the Shows page. As you type a venue, Setcraft suggests ones you have played before, so "The Bluebird" does not become four slightly different Bluebirds in your history.
A setlist attaches to a show, which is how a night becomes a record you can look back on: what you played, where, and when. Search past shows by venue, city, date, or even a specific song, the next time someone asks "did we play that here last year?"
A past show without a setlist is not a dead end. It appears in the builder's past-show dropdown marked "(no setlist yet)", so you can enter what you played after the fact, even years after the fact. A long history draws 50 shows at a time, with a button to show more; search always covers everything, on the page or not.
If you keep your dates on Bandsintown, you can pull them in automatically, past shows included. See Connect Bandsintown.
Setcraft is a Mac app for working musicians: build setlists, print them big enough to read from the kit, and keep every song your band plays in one place. Download it free for 30 days.