Leonard Cohen fans

If you have Time Warner On Demand under Free movies is a musical documentry featuring Leonard Cohen and various artists covering his songs in concert. It's FREE too.
If you're talking about the film, Leonard Cohen: I'm Your Man, not only is it a great documentary/concert film, but also has a great soundtrack CD. Great performances by Rufus and Martha Wainright, Antony, and Teddy Thompson, among others.