​Elliott Smith played at Nietzsche's  in Buffalo, NY on 3-30-95. This was part of the tour where he was opening for Mary Lou Lord. It's listed on a 2010  post of old tour dates that someone found (see photo below) and also on a list of shows I got from a reliable source.  There is also an old posting from Buffalo News (taken from buffalonews.com) that mentions Joan Osborne as being the headliner of the show. Please see photo below.  If you have any more info about this show, please let me know. Thanks!

Setlist unknown.