U2 on Rock on TV
By the way, this is an excellent site if you want to find television appearances of virtually any band.
For those of you who haven't seen it yet, U2 appears about an hour and fifteen minutes through the show, first with a montage of sorts showing some of their finest moments (LiveAid, Elevation in Boston, etc), then Bruce Springsteen's great speech, and then a smattering of the band speaking and some *excellent* live performances.