ANTI- posted two Youtube clips (1 and 2) of Tom Waits' performance at Theatre le Palace in Paris, France in 1979 1981 The clips were recorded for French television and broadcast on the program Palace One in 1980.
The first part features the songs Heartattack and Vine and 'Til the Money Runs Out. The second part features Annie's Back in Town and I Wish I Was in New Orleans.
On Youtube parts 3 (with Wrong Side of the Road and Jersey Girl) and 4 (Step Right Up) are available as well.
UPDATE (June 8): several people remarked upon the fact that this footage was shot in March 1981, rather than in 1979. I'm no expert, so I'll take their word for it.