Trying to find a video or CD...

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There is the greatest video of Paul Rodgers/Bad Company on TheTube. They're performing the song Rock N Roll Fantasy (you're singing it in your head now, arentcha?) It's a live concert possibly? Anyways, at the end of the song it's like an encore, because they launch into a Beatles song. I don't know the name of the Beatles song but Paul does such a totally awesome job on it that it sticks in my head. I'm trying to find the video or a CD of this. Has anyone seen it?