Live at Philip Johnson Glass House, New Canaan, Connecticut - June 3, 1967. Benefit for Merce Cunningham.
From Oliver Landemaine's Velvet Underground website:
There is an obscure little film, 498 3rd Ave by Klaus Wildenhahn, which documents the John Cage/Merce Cunningham dance piece performed during this benefit. The soundtrack includes live versions of Venus In Furs and Waiting For The Man (both cut and overdubbed by Merce Cunningham talking about his dance troup) which were apparently performed by the band off camera during the filming.