We show that entropy is globally concave with respect to energy for a rich class of mean field interactions, including regularizations of the point vortex model in the plane, plasmas and self-gravitating matter in 2D, as well as the higher-dimensional logarithmic interactions appearing in conformal geometry and power laws. The proofs are based on a corresponding “microscopic” concavity result at finite N, shown by leveraging an unexpected link to Kähler geometry and plurisubharmonic functions. Under more restrictive homogeneity assumptions, strict concavity is obtained using a uniqueness result for free energy minimizers, established in a companion paper. The results imply that thermodynamic equivalence of ensembles holds for this class of mean field models. As an application, it is shown that the critical inverse negative temperatures—in the macroscopic as well as the microscopic setting—coincide with the asymptotic slope of the corresponding microcanonical entropies. Along the way, we also extend previous results on the thermodynamic equivalence of ensembles for continuous weakly positive definite interactions, concerning positive temperature states, to the general non-continuous case. In particular, singular situations are exhibited where, somewhat surprisingly, thermodynamic equivalence of ensembles fails at energy levels sufficiently close to the minimum energy level.