Was that not 2005? It was a fine performance but certainly not his last one like that YT clip says. It was only recently that I noticed how much Bowie had retreated from Music since around 2006. He did do a few performances later than that Life on Mars clip - notably doing "Comfortably Numb" with DG. Bowie made me actually like that PF song.
(this clip also has a hero of mine Levon Helm - and The Band - on it).
So when is the authoritative last live performance by Bowie just outta interest? I was sure I'd watched a BBC in Concert Special thing just a few years back... but it turned out it was recorded in 2000. So then I wondered what I had been doing for 15 years then I remembered I had been bringing up my son... time just slips away...