Watch Full Movie Online. Live at Royal Albert Hall, recorded at the prestigious London venue as part of the sold-out world tour supporting This Charming Life. It took her through North America, Europe, and the U.K. Backed by bassist John Giblin, drummer and saxophonist Gary Foote, and keyboardist Spencer Cozens. The show was recorded in a four r-camera shoot and captures the concert -- and two performances from Denver.