This post was published a while ago. Please keep its age in mind and if you find any errors, feel free to comment.
As of last weekend, LCD Soundsystem is no more. On April 2nd 2011, the fantastic New York-based band fronted by James Murphy performed for the very last time in front of a packed Madison Square Garden. Their farewell show’s 23rd and very last song of a 3-hour set started off with keyboardist Nancy Whang playing Angelo Badalamenti’s Twin Peaks theme (“Falling”), which then seamlessly blended into “New York, I Love You But You’re Bringing Me Down.” Talking about going out on a high note!
Here’s the video of the magical moment:
http://vimeo.com/21917613
Fire walk with 
When I found out one of my favourite bands played the theme to one of my favourite shows I can’t describe the joy and astonishment I felt.
I’ve seen the LCD video 20 times and didn’t notice the Twin Peaks reference. I started re-watching Twin Peaks a week ago. I watched the LCD video again last night and said, hey, isn’t that the theme to Twin Peaks? I found this article googling to confirm.