Meant to post this earlier, but, well, didn't.
The most recent episode of Twin Peaks (S3 Ep8) features a performance by "The" Nine Inch Nails, with Robin Finck, of course.
NIN aren't really my bag, but I thought it fit the episode well (mind-blowingly brilliant episode it was, too).
Here's the song they played, "She's Gone Away" (which I think is from their new album):
https://www.youtube.com/watch?v=QczxCxFRUf0
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