I remember seeing another performance of this tragic carnival of a song, R.E.M.'s exploration of self-isolation, with a video of something like a rolling fireball on a giant screen as a backdrop, and Kurt Cobain's Jag-Stang in the unlikely hands of Mike Mills, seemingly playing all by itself, as Stipe sings "I can't see all the birds look down and laugh at me, clumsy, crawling out of my skin."
...and an mp3 of Let Me In from an FM broadcast:
R.E.M. - Let Me In (Live, National Bowl, Milton Keynes, UK 7-30-1995) (mp3)
R.E.M. - Fall On Me (Live, National Bowl, Milton Keynes, UK 7-30-1995) (mp3)