Roland The Headless Thompson Gunner was the last live song from Zevon on Letterman. Letterman really appreciated Zevon, as did Paul the bandleader.
My favourite Zevon song is Accidentally Like A Martyr:
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A really good read is “I’ll Sleep When I’m Dead” by Crystal Zevon. One of the best books on the life in rock limelight. And how things can go wrong, but also right, then wrong. Then he got ill. He was amazing.