Leave it to My Chemical Romance to call their second full live album — and their second live release during The Black Parade era — The Black Parade Is Dead! Unlike 2007's mini-album Live and Rare, which patched together performances from MCR's fall 2006/winter 2007 dates in the U.K. and Europe, The Black Parade Is Dead! is a lavish CD/DVD affair chronicling two performances: the CD captures the band's October 7, 2007, Mexico City date — their last as the Black Parade — while the DVD features video of that show as well as their October 24, 2007, date at Maxwell's in their home state of New Jersey. The Black Parade Is Dead!'s grandiosity is only fitting, considering how elaborate The Black Parade was, and also fittingly, the Mexico City show is a song-for-song performance of that album — the only difference is "The Black Parade Is Dead," where Gerard Way announces to the audience that this is "the last performance of The Black Parade forever!" As on The Black Parade, the highlights happen when My Chemical Romance make these songs about death sound especially lively and theatrical. "Dead!" sounds especially searing, the satirical strut of "Teenagers" has an extra swagger, and the vaudevillian unnamed fan favorite closing track — now known as "Blood" — has an even more mischievous spring in its step, while hearing the audience sing back the words to "Welcome to the Black Parade" and "Mama" adds to their resonance. The Maxwell's date, which the band played to a very limited crowd of about 200 or so fans, draws just over half its set list from The Black Parade but also touches on Three Cheers for Sweet Revenge peaks like "Helena," "I'm Not Okay (I Promise)," and "Thank You for the Venom." Even if it seems thorough to the point of being overdone, The Black Parade Is Dead! is a completely appropriate — and fan-pleasing — final nail in The Black Parade's coffin.