Here is the set lists from the Shakin The Cage Tour (Tango in the Night). And here's a link to a few stills from the video, they are down the right side of the page and clickable.
http://burnish.net/disc/tango.php
Tango in the Night Tour - 1987
(October 87)
Say You Love Me
The Chain
Dreams
Isn't it Midnight
Oh Well
Rhiannon
Seven Wonders
Rattlesnake Shake
Gypsy
Over My Head
Gold Dust Woman
Has Anyone Ever Written Anything for You
I Loved Another Woman/Brown Eyes
Don't Let Me Down Again
World Turning
Little Lies
Stand Back
You Make Loving Fun
Don't Stop
Blue Letter
Go Your Own Way
Songbird
(December '87)
Say You Love Me
The Chain
Dreams
Isn't it Midnight
Oh Well
Seven Wonders
Rattlesnake Shake
Over My Head
Gold Dust Woman
Has Anyone Ever Written Anything for You
I Loved Another Woman/Brown Eyes
World Turning
Little Lies
Stand Back
You Make Loving Fun
Don't Stop
Blue Letter
Go Your Own Way
Songbird