While surfing I came across this site that features a concert he performed in Bryn Mawr, PA in June of 1776. It is on the one hand, pretty unpolished; after all it was a live concert in a small club. On the other hand it is quite "cool" for want of a better word. You can clearly hear the band at work; Warren on the vocals and other instruments, at the same time it has the ambiance of a smoke filled club; a few patrons and the group performing some songs that will one day be huge.
Warren's life was interesting. His father was a professional gambler and later Warren would reference him as a proto-gangster. Somehow despite his father, Warren had the musical gene in him and even pursued classical piano for awhile. But Warren was ultimately one of the great rock wordsmiths. His most famous cut (which you can hear on this site) is Werewolves in London.
A couple of the cuts reference death though he indicated his desire to be around a long time.
Unluckily he wasn't. He died of lung cancer in 2002 at the age of 56. During the last few months he started and completed his final album THE WIND.
The album's most moving cut is the final one, "Keep Me In Your Heart". Recorded at Zevon's home when he was too sick to make it to the studio, the song, more than any other on "The Wind", exposes the ravages of lung cancer on his voice. "Shadows are falling and I'm running out of breath," Zevon sings, and you can hear it. But the most amazing thing about the song is its tempo. It could have been a dirge. Instead, the song is almost a march, as if Zevon is walking off into the sunset with a wave goodbye over his shoulder.
"Sometimes when you're doing simple things around the house
Maybe you'll think of me and smile
You know I'm tied to you like the buttons on your blouse
Keep me in your heart for awhile."
Found on http://dusty.booksnbytes.com/columns/2003/2003_0914.html