It's not quite clear how serious he is, but the video is below, so you can judge for yourself (the Waits quote comes at 0:45:35).
Robert Wilson: 'It looks like I'm going to do Bonnie and Clyde'
John Rockwell: 'Bonnie and Clyde as what?'
Robert Wilson: 'As a play, a musical.'
A similar reference can be found in a piece by The Globe and Mail: Farther along is a reunion with Tom Waits, with whom Wilson worked on The Black Rider in 1990, Alice in 1990 and Woyzeck in 2002. That new collaboration is going to be about Depression-era desperados Bonnie and Clyde.
Thanks to Jeremy for posting this on the Eyeball Kid Facebook page.