At long last.

Screaming Trees - Nearly Lost You (Live @ Letterman) - YouTube

I remember being so geeked in '92 when this originally aired. Best part was at the end of the show when Dave wraps up with some cooking guest and he calls ST back out to eat by yelling "Oh, Trees....". This clip just misses that part, but does show them throwing food at each other. Oh, and the music is great, too.