Well, I'm sad to report I can't find a video of the famous incident with Led Zeppelin, a succulent young lady and a mudshark, but I did find a video of The Pretty Things, a very fetching young lady and a goat. (And a drummer who clearly has too much energy for one person. ) They are all together in an alley singing Come See Me, as shown on Popside. It's part of the same 1966 Swedish TVshow I mentioned earlier.
I have no idea why the Pretty Things were not famouser than they actually were. I'm sure there's one of those biographies out there, where in among all the standard 60's pop boilerplate text about being war-babies, taking pills, Transit vans, exploding drummers, naff gigs in Stevenage, split trousers and pie and chips at motorway service stations, there's a paragraph or two about why. If anyone has such a book, perhaps they can look up why the song's called Come See Me rather than I'm Your Man. Answers in an envelope, please.
Edit: Link updated 06/06/08