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About Train of Thought Tour : Train of Thought Tour was the world tour by progressive metal/rock band Dream Theater . The band played lengthy shows with a surprisingly sharp emphasis on changing setlists and incorporating cover songs . Dream Theater also played a special show in Los Angeles on March 6, 2004 to commemorate the 15th anniversary of the release of When Dream and Day Unite . In the second set, Portnoy announced that they would be doing something special, and the band performed that album in its entirety . The tour culminated in a show at the Nippon Budokan Hall, the most famous concert venue in Asia . The show was recorded for a live album, which was released on DVD on October 5, 2004 . The DVD version sold very high, being certified Platinum by RIAA . It had an affiliation to bands - Dream Theater.