He also appeared in the 2007 film adaptation of Ron Hansen's novel "The Assassination of Jesse James by the Coward Robert Ford", where he sings a song about Jesse James.
== Igranje in pisanje scenarijev ==Cave se občasno pojavlja tudi v filmih, najopazneje v "Ghosts ... of the Civil Dead" iz leta 1989, ki ga je napisal in zrežiral John Hillcoat.