Talking Heads performing "Life During Wartime" at the US Festival in California on 3rd September 1982.
This clip is taken from the 2017 "US Festival 1982: The US Generation" documentary.
From the same show, there's footage of Love → Building on Fire (https://youtu.be/6bBtgZE372g), and an audience audio recording of the full set (https://youtu.be/_0h-q-Jd5JE)

A full video recording of the show exists, but most of it hasn't been released yet, only 2 songs so far - hopefully it'll all be available someday!

Setlist for the show:
Psycho Killer
Love → Building on Fire
Cities
Big Blue Plymouth (Eyes Wide Open)
Once in a Lifetime
Mind
My Big Hands (Fall Through the Cracks)
Slink
Big Business / I Zimbra
Swamp
Houses in Motion
What a Day That Was
Life During Wartime
Take Me to the River

Personnel (for this song):
David Byrne: vocals & guitar
Jerry Harrison: keyboards
Chris Frantz: drums
Tina Weymouth: bass
Dolette McDonald: background vocals
Alex Weir: guitar
Steve Scales: percussion
Bernie Worrell: keyboards