During interviews, Zevon described a lifelong phobia of doctors and said he seldom received medical assessment. Shortly before playing at the Edmonton Folk Music Festival in 2002, he started feeling dizzy and developed a chronic cough. After a long period of untreated illness and pain, Zevon was encouraged by his dentist to see a physician; when he did so he was diagnosed with inoperable mesothelioma (a form of cancer associated with exposure to asbestos). Refusing treatments he believed might incapacitate him, Zevon instead began recording his final album. The album, The Wind, includes guest appearances by close friends including Bruce Springsteen, Don Henley, Jackson Browne, Timothy B. Schmit, Joe Walsh, David Lindley, Billy Bob Thornton, Emmylou Harris, Tom Petty, Dwight Yoakam, and others. It has been said that the decision to include "Knockin' on Heaven's Door" was his, much to the dismay of the others in the project. At the request of the music television channel VH1, ! documentarian Nick Read was given access to the sessions; his cameras documented a man who retained his mordant sense of humor, even as his health was deteriorating over time. On October 30, 2002, Zevon was featured on the Late Show with David Letterman as the only guest for the entire hour. The band played "I'll Sleep When I'm Dead" as his introduction. Zevon performed several songs and spoke at length about his illness. Zevon was a frequent guest and occasional substitute bandleader on Letterman's
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