Video: Warren Zevon sings, Roland the Headless Thompson Gunner on "Late Night with David Letterman". Date of broadcast: October 30 2002. This is Warren's last performance on Letterman. "Joining?" Warren is Paul Shaffer...well not really as Paul's vocals are at best - extremely irritating and overpowering. Visibly upset by Paul's loudness and horrible vocalization, Warren turns around and looks at Shaffer - in such a way that seems to ask the question, "What the Hell are you doing...I'm the one that is performing here!" The rest of the band was on target. Nice touch with the horn section. In any case, DEFINITELY WORTH WATCHING! September 7, 2003: Sadly, the world lost genius singer/songwriter Warren Zevon to terminal throat cancer. Virtually until the very end, Warren wrote and performed with tenacity unmatched by anyone. To state that Zevon was one of the best would be an understatement. Thanks for your time and "Enjoy every Sandwich! " ~ CaptainZlogg