This is how the etiquette works where I'm from. Well not where I live, because it's a shit hole, and no one gives a damn, and there's rubbish everywhere. I love the fact that if you're caught littering, you get fined.
Anyway. On the streets, don't litter. Cleaner streets = friendlier streets. You know you're in a decent area when the streets are clean. There is always a bin nearby, there's no excuse.
If you're somewhere, eg, a cinema, well my cinemas always have bins at the exits.. So the idea is that once you're done with the movie, you take your shit and throw it in the bin as you're walking out. It makes everyones life better. Maybe such isn't the case where you guys are. Of course, not everyone does it, so.
Rock Concerts. Well of course it's going to be full of crap. It's full of people, and no bins anywhere. Logic.