SPARKLE—Last winter Blonde Redhead performed new material from their dreamy new full-length Penny Sparkle at the Roseland. If that show wasn't intimate enough for you, catch them tonight in the cozy confines of the Doug Fir. You'll be close enough to touch Kazu Makino and the Pace twins. [Note: Please do not touch the band.] EAC
w/Nosaj Thing; Doug Fir, 830 E Burnside, 9 pm, $20-22

—Believe it or not, leaving one of the highest-profile gigs in show business can be a tiny bit stressful. In the new documentary Conan O'Brien Can't Stop, viewers get a jarringly personal look at a harried Conan as he ventures into America for a post-Tonight Show live tour, trying to figure out who the hell he is along the way. EH
Hollywood Theatre, 4122 NE Sandy, see Movie Times for showtimes, $5-7