still her first one-woman show, Without You I'm Nothing. It's on Trio right now. Looks like I'll be up for another hour to see the grand finale, her cabaret rendition of "Little Red Corvette." (Complete with backup, it turns out, by Tori Amos)
For years it was extremely and annoyingly hard to find; it's still not on DVD, but at least now you can buy it on VHS.