The "Needle of Death" story: googling to check the details I find it's already been told here on Mudcat. Combining the earlier poster's retelling with my recollection, here it is:

Back when he was a working folkie, Billy Connolly was doing a gig. It was going fine, except that somebody kept calling for "Needle of Death". The trouble was, not only was this song not in his setlist, he didn't actually know it. The first couple of times, he ignored the guy and just did the next song he was planning to do. "Needle of Deeeath!" So he paused, looked round the room, located the guy, looked him in the eye and said "Sorry, pal, I don't know Needle of Death". Then he went into the next song. At the end of it: "Needle of Deeeath! Play Neeeeedle of Deeeeeath!" "Look, pal, I'm really sorry to disappoint you, but I don't actually know Needle of Death, OK?" End of next song: "Neeeedle of Deeeath!" He tried making a joke of it, he tried taking the piss, but nothing worked: all the way through the gig, after every single song, the cry would go up from the back of the room: "Neeeedle of Deeeath! Play Neeeeedle of Deeeeeath!"

So, he got through the set, then he got off stage and went to seek out this idiot who'd done his best to ruin his act. Being quite a large bloke, he got the guy pinned against the back wall and explained his position forcefully: "Look, pal. I don't know what your problem is, but you have just ruined my act asking for Needle Of Death. Like I told you, I wasn't going to play Needle Of F*cking Death, because I don't know the f*cking song! So please, from now, keep out of my way and DON'T ASK ME FOR NEEDLE OF F*CKING DEATH. OK?"

It turned out it was the promoter.