Filmed in the 23,000 seat theater Palacio de los Deportes in Mexico City, the band's co-founder Gerard Way said, "It's the most pure, intense thing we've ever been involved in."

After years of touring, the band offers two incredible concerts as they move forward musically to ceremoniously end the era of The Black Parade. The album The Black Parade was My Chemical Romance's follow-up to their 2004 platinum major-label debut Three Cheers For Sweet Revenge, and was "way more dramatic, way more theatrical, completely over the top, borderline psychotic," says Gerard Way.

The Black Parade shot to No. 2 on Billboard's Top 200 album chart, selling more than 240,000 copies its first week of release, and spawned four Modern Rock smash singles. Dubbed "Album of the Year" by Blender Magazine, The Black Parade earned raves from critics (Rolling Stone called it "a rabid, ingenious paraphrasing of echoes and kitsch from rock's golden age of bombast," while Spin called it "savage and heartfelt") and cemented MCR's status as a world-class rock band. Following the album's release, the New Jersey-bred MCR launched The Black Parade World Tour — their longest and most comprehensive trek yet - that culminated in a triumphant hometown show at New York City's Madison Square Garden in May, 2008.

The band was formed in 2001 by frontman Gerard Way and drummer Matt Pelissier. Way decided to form the band shortly after witnessing the attacks of September 11. My Chemical Romance has since gained a large following through social networking on MySpace, and by offering free song downloads to fans.