Amanda Palmer, while annoying, is probably the luckiest chick in the world. She's dating sci-fi/fantasy author Neil Gaiman, for one. She's friends with Moby and Stephen Merritt from the Magnetic Fields, for another. And if she wants to, she can get her Dresden Dolls schtick on whenever she wants to perform songs from the Rocky Horror Picture Show with the said famous friends. Except they're not doing it at karaoke, they're performing on Craig Ferguson's show. Watch it after the jump.