Yusef Lateef taught in Nigeria in the early 80s, resulting in two albums' worth of material.
Barney Wilen documented and made field recordings while traveling in north central Africa in 1969-70, also resulting in two albums of material.
Lester Bowie lived in Nigeria with Fela Kuti and performed in Fela's band.
Sun Ra and his band were at FESTAC 1977 (Lagos) and also performed in Egypt. Max Roach was at FESTAC too, I believe.
Archie Shepp and his band were at the Pan-African Cultural Festival in 1969, and I know that was very important for him, Burrell, Moncur, Thornton, Silva, and Murray.