PJ Harvey appears on the television show "Top of the Pops" at BBC TV Studios in London, Thursday, Oct. 11, 2001:
http://www.apimages.com/metadata/Index/Watchf-AP-I-ENT-GBR-XEN-NYWWP-Top-of-the-Pops/88d1587a50f94dc8ac0515c0107b84f8/106/0

Stumbled across this tonight. For some reason this date is not in the gigography. I remember this was odd since I believe video exists of this.

Here's another interesting one:
PJ Harvey in concert at the National Exhibition Centre, Birmingham, Britain Various (Rex Features via AP Images)
http://www.apimages.com/metadata/Index/REX-AP-FEARX-Various/b59d8f308c1d43e2b72eb21350bcd6a1/153/0

This 1995 performance doesn't seem to be in the gigography either.

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http://www.youtube.com/watch?v=JelqPcoaAB8"