Some themes have support and display archive menus for archive pages like Gigs, Records, and Videos. These menus can be used to add additional navigation for past gigs or maybe display different record types (e.g. Albums, Singles). An example of an archive menu can be seen on the theme demos Upcoming Gigs page, where we use the menu to display past gigs by year.
Adding a menu to one of these archive pages is the same as assigning a menu to the main navigation via Customize → Menus.