Two nights ago, Nine Inch Nails headlined the final day of New York’s Panorama Festival and played what was, by all accounts, a colossal set. And last night, they played a much smaller show at New York’s Webster Hall, announcing it at the very last minute. During that set, they played “She’s Gone Away,” a song from last year’s Not The Actual Events EP. That’s the song they lip-synced when they appeared on Twin Peaks a few weeks ago, but they’d never played it live before last night. Below, watch fan-made footage of its first real performance.

Both the Not The Actual Events EP and the more recent ADD VIOLENCE EP are out now.