Eltonâs favorite venue to perform in, a band 15-strong with long-time members and newcomers alike, a star-studded line-up of guest artists (Billy Joel, Mary J. Blige, Ronan Keating, Bryan Adams, Anastacia, Kiki Dee), and a set list of hits from every corner of his amazing career. What more could a fan ask for? Those in attendance still speak about these shows â this video is in fact a combination of two evenings at MSG â with great fondness and the surprise addition of The Beatlesâ âCome Togetherâ, a song Elton had never played live before, only adds to the concertâs fan status. (Look for John Jorgesonâs âYellow Submarineâ guitar!)