The piano song at the end is called The Armadillo Blues written by George Carlin.
This special also broke away a few times to do cartoons. The first was called "It's No Bullshit!", the second one was "The News", and the third one was "Universe of Sports" (based on his announcement "Galaxy of Sports" from A Place For My Stuff, and clearly a parody of shows like "ABC's Wide World of Sports"). The show also ended with one more cartoon of a silent film star dying and making several obscene gestures on his way out.