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I saw The Velvet Underground at a 3 day rock festival in Toronto in '69 (without Nico)They did some of their newer stuff and when they seemed about to end the set the crowd shouted for them to do "Heroin" Lou Reed responded by saying they wouldn't dare end without doing tht song.
P.S. Those were the days when you could see the greatest artists without huge ticket prices. 3 days of music from 10am to midnight cost $10. These days you would have to pay the equivalent amount in modern money just for one artist.