Not only did the Velvet Underground perform at Liberty Hall, but that's where they played their final show which included any of the original members, since Sterling Morrison quit the band that night (at IAH):
"By August 21, 1971, mainstay guitarist Sterling Morrison was burned out, bitter and angry. He’d finally gotten his undergraduate degree in English and was looking for a quieter life. After the second night of the band’s two-night engagement at downtown’s late, lamented Liberty Hall, Morrison grabbed his suitcase and accompanied the band to the airport to catch the flight back to New York. At the gate, Morrison told them he wouldn’t be getting on the plane. In fact, he was quitting the band, he said. They asked about his suitcase. It was empty, he told them."
https://www.houstoniamag.com/arts-and-culture/2013/10/velvet-bayou-october-2013