the weight , in which pop and mavis staples sing verses and all four harmonize on the choruses with members of the band , evangeline , which is filmed in stunning colour with emmy lou harris doing an achingly sweet call and response with levon , and the last waltz theme song which is a waltz written by robertson who is playing a double necked acoustic guitar as he performs it with the band , were all filmed on sets designed by boris leven , a friend of scorcese and the production designer on the sound of music and new york , new york .