Watch Sadisflix. the first part of the amazing last show, recorded by fans for fans! On September 10, 2009, Nine Inch Nails, played their last show in Los Angeles, CA, at The Wiltern. with a set list of 38 tracks!! with guests Mike Garson, Gary Numan, Atticus Ross and Dave Navarro, Greg Puciato and Ben Weinman, and Dillinger Escape Plan.