Leon and Willie took one verse of A Song For You (a Leon Russell original), and let Ray finished it up.
I wonder how this bone chilling rendition relates to remarks made by Billboard (26 April 2003, page 28): "Production issues tainted Ray Charles and Leo Russell's performance of the latter's A Song For You with Nelson. The first time through, Charles threatened to steal the show, with a gripping vocal and piano performance. Repeated minutes later for reasons unknown, Russell's performance clearly benefited from the second take, but Charles had lost the moment."
The show's release date was 26 May 2003. Highlights were also broadcast on the USA Channel on 31 May 2003. Cf.this.
DVD: Lost Highway, 23 August 2005, ASIN: B000AA4H1S. CD: Lost Highway, B0000453-021N04, 2003. Photos here, and more here. Backstage gossip here.