The Fuse Network has a show called Steven's Untiled Rock Show that features kind of, um, hip young rock acts. For their 500th episode, they had a special show that featured the Foo Fighters for an entire hour. This has good interviews as well as videos but no live performances.
Segment 1
http://www.youtube.com/watch?v=kRuORGUzik0
Segment 2
http://www.youtube.com/watch?v=kaa-W7cCVKk
Segment 3 (w/ The Prentender video)
http://www.youtube.com/watch?v=OfqL_RKC0fg
Segment4
http://www.youtube.com/watch?v=kO275il8eMQ
Segment 5 (w/ Long Road to Ruin video)
http://www.youtube.com/watch?v=5cG9yGZgai8
There was a 6th segment but it did not contain the Foos so I did not include it. Enjoy!