So during this tour, in a number of cities, Beck and his band, Wounded Cougar, scoped out local bars and showed up and jammed. They did this 3-4 times maybe, that we're aware of, and this was the first. (There were a couple other times when his band did it, but Beck didn't join them.
Basically after the first night at the Georgia Theatre, Beck's band went in to the Georgia Bar across the street and had some drinks. They loved the vibe, and thought, we should play here tomorrow night. So they did. And Beck joined them.
The Georgia Bar is not big (100-person capacity but they apparently jammed 300 in), and the crowd learned of it purely word-of-mouth. A musician, Dan Walker was playing his set when the crowd started expanding. (Walker finished his set after Beck's, saying "That was nice, I'll let Beck open for me anytime.")
As for the set, Beck played some hits and lots of covers, for almost 70 minutes. There is a pretty cool (but blurry) video clip on Youtube that shows just how jammed and thrilling the appearance was. It shows them doing "We Dance Alone," which turns into some covers: "Rock Your Body" and "Another One Bites The Dust" mainly, but also a little bit of "Rapper's Delight," JMJ adlibbing a rap about his afro, and some Michael Jackson moves (no song in particular). (I can't embed this video
This is from a news report: "If not for the mix of smash Beck hits that the band played – "Where It's At," "E-Pro" and "Debra," just to name a few – the group could have passed for your average party band playing a college bar on a Wednesday night, spouting out covers of everything from Justin Timberlake to Blur to Mariah Carey to AC/DC." If anyone can remember more specifics about the setlist, or anything else, please let me know! (firstname.lastname@example.org)
Beck put up a video clip of "Nausea" from this show on beck.com.