YouTube will have a live webcast from the Coachella Festival this weekend, so we should be able to watch Interpol's set on Friday night. They are scheduled to play from 7:25 - 8:15pm pacific time. Channel 1 will be the normal show, and Channel 3 will be the Lynch version.
Update: Interpol will be working with David Lynch and others at Coachella. More details about their special performance at Matador Records.
Update 2: There will be a repeat of the Interpol webcast at 8:30pm pacific tonight (April 16th).