Gogol Bordello was one of the craziest bands I've ever seen live. I saw them in a cramped bar in Birmingham called the Nick and they just went nuts with this huge instense live show. I don't know what it be like to see them now because they're getting much bigger and I don't know how well their set translates into a bigger venue, but I'd still advise you to point yourself in their direction if they come near you on tour.
They call themselves "gypsy punk" (also the name of the album the song in the video comes from), and as far as I know, are all first generation immigrants from Eastern Europe, but the band is based out of NYC. They remind me a lot of the Pogues, but that's more of the deep cultural influence on their music rather than their actual aesthetic.
I like this video because they cut to other footage of the tour and crowd, so it's like a music video, but they keep the live audio instead of overdubbing the album version. The song is "60 Revolutions".