Today is the 56th anniversary of Warren Zevon's birth. Above is a video of his appearance on Late Night With David Letterman from October of 2002, which was his final live performance anywhere. He had recently been diagnosed with a fatal form of cancer and was the only guest that night. Per request from Letterman, he wrapped up the show with his 1978 classic "Roland The Headless Thompson Gunner." Doctors thought he'd only live a couple more months, but he managed to make it nearly another year — just long enough to see the birth of his twin grandchildren.