Embedding disabled; clicky the linky: Ruth Underwood interview. It's a chunk of a BBC piece on Zappa from 1993; it's from a program called The Late Show which, presumably, is entirely unrelated to the American Late Show.

(Although speaking of the American Late Show, I did watch a bit of a Zappa appearance on Letterman the other night. I may post it later but honestly I thought it was pretty boring.)