Featuring footage from two live performances at the Hacienda club in Manchester, England, as well as the original promotional videos for "Nick the Stripper" and "Deep In the Woods," Pleasure Heads Must Burn offers a solid collection of footage from The Birthday Party's musical history. Some of the songs featured include "Sonny's Burning," "The Six Strings that Drew Blood," and "Pleasure Avalanche," among many others. Bonus material includes footage from several television appearances which originally aired on British and Dutch stations.

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