Just the other day, while driving, I heard this whole live mostly instrumental jazz concert performace on the radio. I think it was an entire live album of an actual concert, as the transition between songs was seamless.

First part of the concert were origianl songs, I think. Here are few minutes captured by mobile phone audio recorder (sorry for bad quality):

http://vocaroo.com/i/s0GIS21g9RQi

http://vocaroo.com/i/s0d76TXNmESp

The second part of the concert were covers. One of them was a great rendition of "The Man Who Sold the World" ; played a bit more grungy than the way Bowie did it. If a jazz performance could be called that.

There were other famous songs, but I can't remember anymore.

I'm not sure, but it all sounded fairly recently performed. I'd say post 2000.