This is only a little bit Moz-related.
A band from New Zealand, Flight of the Conchords, played at SXSW same year as Morrissey did, and they made a short documentary about the their trip to America and the festival. At one point they go to the interview that David Fricke did with Morrissey and they show a little of the interview-footage in the documentary. No other mention of Morrissey than that though.
Here's the clip: