An excellent quality PAL DVD of David Bowie & his band plus Sonic Youth performing "I'm Afraid Of Americans", authored by andrei, is still available to download here:
http://www.sonicyouth.com/gossip/showthread.php?t=39149
Audio has circulated in unofficial bootlegs such as "50 Dead Dogs", "Save The Children" and the rare European promo "Coca-Cola Planet Live" (tracked weirdly). Last year there was mention that this concert celebrating David Bowie's 50th birthday would finally see an official release (2CD and DVD/Blu-Ray editions), but it didn't happen. Maybe this year it will.