Just found this comedy show by Fred Armisen and Carrie Brownstein (former guitarist from Sleater-Kinney). They call themselves "THUNDERANT." Pretty hilarious. And they featured St. Vincent on their latest episode, playing her excellent track "Laughing With a Mouth Full of Blood." Check it.
St. Vincent - "Laughing With A Mouth Of Blood"
st. vincent | MySpace Music Videos
St. Vincent Plays in Chicago Feb. 18th. I cannot wait
And here is an older Feminist Bookstore sketch that I found particularly great.
Feminist Bookstore - Flyers