Yeah it was a double VHS set, came out in about '93. Must have watched it a gazillion times, one of the best docu-metal vids ever imo.
Also, I regularly venture down Wood Street in Liverpool city centre to this place:
It's small and the duke box is an antique with really bassy sound, imagine this place and this song and that's the Swan Inn:
http://www.youtube.com/watch?v=kz_6jagv_D4
Paul Di'Anno (Maiden's original singer) sometimes plays there with his band 'Killers'. The street used to be lined with Hells Angels bikes but that's gradually faded out now, some great memories from there!
Here's an info page - The Swan Inn Liverpool - You see the picture of a swan? That's on the way back down the stairs from the toilets. It's good luck to touch it on the way back to the bar (A little bit like the 'This is Anfield sign at Anfield, Liverpool Football Club's ground):