Part One: The Black Parade
1. "The End."
2. "Dead!"
3. "This is How I Disappear"
4. "The Sharpest Lives"
5. "Welcome to the Black Parade"
6. "I Don't Love You"
7. "House of Wolves"
8. "Cancer"
9. "Mama"
10. "Sleep"
11. "Teenagers"
12. "Disenchanted"
13. "Famous Last Words"
14. "Blood"

Part Two: My Chemical Romance
15. "I'm Not Okay (I Promise)"
16. "It's Not a Fashion Statement, It's a Fucking Deathwish"
17. "Cemetery Drive"
18. "The Ghost of You"
19. "Give 'Em Hell, Kid"
20. "Thank You for the Venom"
21. "You Know What They Do to Guys Like Us In Prison"
22. "Helena"
Notes
The second part of the setlist was changed on later legs of the tour. "Heaven Help Us", which acted as a b-side for The Black Parade was performed at select dates. "Desert Song," "Kill All Your Friends," and "My Way Home Is Through You," all from the Conventional Weapons collection, were performed on the fifth leg of the tour

A live CD/DVD combo set was sold following the tour's success. The CD featured live audio recordings from the last date of the tour, and the DVD was a compilation of videos from the Hoboken, New Jersey show