Man, I saw Warren Zevon on Letterman about 7 years ago. I don't remember much about the actual performance at the moment, but I'm sure I have it on tape somewhere. Tom Waits, on the other hand, I know about.
I haven't listened to anything on 'Alice', but for the sake of conversation, I'll take a look at it. You can't go wrong w/ Waits anyhow.
This was debunked a few hours after the story broke early this week...their PR people released a statement saying it was NOT her. "Some people have a very twisted sense of humor and this prank is in particularly bad taste.