Watch HDToday. On November 17, 1994, Bob Dylan entered Sony Studios in New York City to tape an historic performance. Drawing from his extensive songbook of classics, Dylan brought the house down for two nights of shows comprising a long-awaited MTV Unplugged concert. Songs include Tombstone Blues, Shooting Star, All Along the Watchtower, The Times They are A-Changin', John Brown, Desolation Row, Rainy Day Women #12 and 35, Love Minus Zero/No Limit, Diginity, Knockin' on Heaven's Door, Like a Rolling Stone, and With God on Our Side.