There are unofficial videos of the (nearly) complete concert, which was Rapid City, June 21, but unfortunately in that song the camera shot which is seen during a majority of the song is on people in the audience. So the best video of that performance is the one seen on The Great Performances, which is where I assume you saw it. The video and audio quality are stunning.
BTW apparently there are some videos out there of the entire Rapid City concert, or so I've heard. Anybody know more about this?