According to the Tribeca Film Festival site, there is a documentary about the Dalai Lama's public talks at Radio City Music Hall (New York) in October 2007. Peace and Prosperity is said to include "fitting music videos" provided by Tom Waits and Phillip Glass. Whatever that might mean. IMDB lists Mark Bauman as the director, while Tribeca site mentions Sian Edwards and Richard Wirth.
This is not the first time Waits' name has been linked to that of the Dalai Lama: he performed at the 2003 Healing the divide benefit in New York, where the Dalai Lama also made an appearance.