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Nine Inch Nails played the last of 2 dates scheduled at the Aragon Ballroom in Chicago, IL last night which are said to be the last NIN concerts ever for that region of the country. The band has already made their way to Toronto, ON for a headlining performance at the Virgin Festival ’09 at the Molson Amphitheater tonight (the final international date for Nine Inch Nails) … but here is a shot taken by NIN photographer Rob Sheridan of the fans filing out of the Aragon Ballroom after last night’s performance:

Next up for Nine Inch Nails, the last 4 dates of the Wave Goodbye Tour which will all take place at different venues in Los Angeles, CA (The Palladium, The Henry Fonda Theatre, The Wiltern and Echoplex). Trent Reznor gave an interview to The Los Angeles Times about these final, final shows … here is a portion of that interview:

There was something about a Nine Inch Nails show in the daylight that just felt wrong. “Maybe,” Trent Reznor said in a sly murmur, “it was the fact that it wasn’t dark.” Reznor, the angst auteur behind Nine Inch Nails, toured this summer with Jane’s Addiction with every intention of retiring from the road. The plan, Reznor had said, was to put the band’s concert life on hiatus for a decade or so and to say farewell with a twist, as the opening act for the elder Jane’s latest reunion. But there was all that sunshine. “I chose for us to play first; I thought it would be a respectful thing for Jane’s and also be interesting for us to have the challenge of playing often and in daylight,” Reznor said. “But then, well, these were the last shows we were doing. We could pull off something better than that, something that leaves a better taste in our mouths.” That something is now the hottest ticket in town — four sold-out L.A. shows in the next eight days, all in venues that vary from small to tiny in comparison to the band’s usual arena settings. On Wednesday, it’s the refurbished Hollywood Palladium; the next night, it’s the Henry Fonda Theater. On Sept. 5, Nails will play the Wiltern Theatre and Sept. 6, the EchoPlex, the downstairs dance hall below the Echo club. The 44-year-old music star said the goal was “a very, very limited run of shows and that each would be special and more fan-orientated and not in cavernous arenas, but places where you actually like to see bands. It seemed like a way for fans to wish us off.”

After the jump, read another portion of TR‘s interview with The LA Times and see the full set list from last night’s performance at the Aragon Ballroom in Chicago, IL …