Some photos of Jamiroquai (Jay) performing at Piazza Castello, the medals plaza of the Olympic Winter Games in Turin (Italy) on Thursday night can be seen at the Yahoo! Sports website [1, 2, 3].
On the NBC Nightly News television show (US) the broadcast closed with a short clip of the band performing Space Cowboy.
Feel free to post links to other photos from the performance, and if anyone knows the setlist please feel free to post it online as well using the comments feature here on the site.
Update: there are a number of photos from the concert posted online at the Jam Party People forum at Jamiroquai.com.