"Head Like A Hole" has been played at nearly every Nine Inch Nails concert and is a staple of the live set. Often it closes out the concert.
During the [[Lollapalooza 1991Tour]] Tour, various guitarists from other bands (such as Ice-T of Body Count) would come out onstage to perform with the band. [http://youtube.com/watch?v=g-eM7H4NHKo YouTube video]
"Head Like A Hole" is usually the last song of the show (With Teeth era) or last song before the encore (Self Destruct and Fragility era). At the end, the band usually destroy their instruments.