Conversation so far:
What was Round Room?
Round Room is the tenth studio album by the American rock band Phish.
Was Undermind another one of Phish's albums?
Phish's final album, Undermind, was released in late spring.
When did Phish break up?
On May 25, 2004, Anastasio announced on Phish's website that the band was breaking up after their summer tour.
Why did Phish break up?
Phish has run its course.
Are there any other interesting aspects about Phish's breakup?
The 2004 tour finished with Phish's seventh summer festival, which was billed as their final performance.

Question: What did they play at this concert?
Self-contained rewrite: What did Phish play at their final performance?