Y'mean Trent Reznor looks like John Cale.

That lead me to this, which I was startled to see-- a David Byrne and Richard Thompson cover of Doug Sahm's "Who Were You Thinking Of" and "96 Tears," from a concert in Brooklyn I attended. That one will take you to "Psycho Killer" and "Big Country" from the same show. I'd no idea there was footage available of that one.

BTW, Shawn Colvin used to be married to Richard Thompson's sound guy/road manager, I think.

correction to 2-- "Big Country" is from somewhere else, and the link is here, I hope.

Links for the David Byrne and Richard Thompson show:
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Let us try that once more (with preview enabled, this time):
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3

Also, pwned by TomF.

It's from "Night Music" I see. I miss that show. Quite a lot of interesting music and groups on it.

Is it me, or is that just about the worst thing ever?

It's you.