"Stay (Faraway, So Close!)" is a cover version of the U2 song from their 1993 album Zooropa, and contains a vocal performance recorded by Bono in 2001 while the band was on its Elevation Tour.
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On the Zoo TV Tour, it was about Nazism; on the Elevation Tour, it became an indictment against handgun violence, illustrated by references to John Lennon's assassination and an ironic intro video clip featuring Charlton Heston, who was at that time the president of the National Rifle Association.
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On the PopMart Tour, "Bullet" instead led into "Please"; Elevation Tour performances were followed by "With or Without You" or a cover of "What's Going On" by Marvin Gaye, and on the Vertigo Tour, "Miss Sarajevo" replaced "Running to Stand Still" for the last 85 concerts.
The video documents three concerts by the band performed in Boston, Massachusetts during the first American leg of their 2001 Elevation Tour (see 2001 in music).
The song was performed at every date of the band's Zoo TV and PopMart Tours, and was played sporadically on the Elevation Tour.