Editor’s Pick! The Last Waltz, Capitol Theatre: The Last Waltz Tour celebrates The Band’s 1976 historic Thanksgiving day farewell concert “The Last Waltz” immortalized by Martin Scorsese’s documentary of the same name, which is regarded as one of the greatest concert films ever made. The Last Waltz Tour celebrates that monumental concert by bringing Warren Haynes, Jamey Johnson and Lukas Nelson together on one stage, along with an all-star band, to perform songs from The Last Waltz.