My comrade & colleague Drew forwarded me the below clip earlier this week. This quick snippet is taken from the Fugazi documentary, "Instrument," which is well worth a viewing (even if you're not a fan of the band). In any case, the performance footage here was shot within the Palladium on E. 14th Street circa 1997.
I've waxed rhapsodic about the Palladium several times here before, so I won't bother doing so again, but suffice to say, it was a great venue. You can catch a fleeting shot of its exterior below at 0:59 (also quasi-immortalized in the opening shot of the abortive "Bright Lights, Big City"). Today, the footprint in which the Palladium stood is occupied by an NYU dorm and a Trader Joe's.