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6:30 into the clip is Paul Macartny being interviewed by Chris Farley (SNL). Too bad it's not the whole skit ("uh, do you remember uh when you were uh with the uh Beatles?").
Billy Idol on the David Letterman show is a sign of the times (mid 80's).
Could not find a link but Jimi Hendrix played ("Hey Joe", I think) and interviewed on The Tonight Show -w- Johnny Carson.
Liked seeing Tom Waits (head hanging a few inches above the coffee table ashtray) when he was on the Dinah Shore show.