The set list includes tracks spanning Bowie's 30 plus years in the music business, from The Man Who Sold the World (1970) all the way to Reality (2003), along with collaborations such as "Sister Midnight" (with Iggy Pop; originally from The Idiot (1977)) and "Under Pressure" (with Queen; released as a single in 1981 and later found on Hot Space the following year). There is a bit more focus, however, on tracks from the albums released since the Earthling World Tour in 1997, Heathen (2002), and Reality, whose tracks constitute 10 of the 30 songs performed.

Albums with no appearance included the cover album Pin Ups (1973), Never Let Me Down (1987), the albums produced with the band Tin Machine (Tin Machine (1989) and Tin Machine II (1991)), and Black Tie White Noise (1993). Aladdin Sane (1973) also made no concert appearance in the video, although songs from the album appeared on the tour.

A notable inclusion into the performance was the set of three songs from The Rise and Fall of Ziggy Stardust and the Spiders from Mars (1972) as the final encore. Though Bowie had performed the pieces many times through his career, the pieces had not been toured since 1978 when the live interpretations were featured on the Stage album released that same year.

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