In 1989, while recording Sentimental Hygiene with Peter Buck, Mike Mills and Bill Berry of R.E.M. as his backing band, Zevon joined the trio to form Hindu Love Gods, releasing one album that consisted mostly of rock versions of Robert Johnson blues tunes and other old folk songs. The exception was "Raspberry Beret," by Prince. About the only thing Zevon's version has in common with the original is the melody.
In this clip, Zevon sings the song with Paul Shaffer and the World's Most Dangerous Band, on Late Night with David Letterman.