Filmed at the Festival International de Jazz de Montréal, but the audio is obviously from a studio recording. This video has just the music.
"At the time of the song's recording, Latin American and especially Brazilian music had begun to influence jazz in the United States, and when Brazilian musicians such as Nana Vasconcelos came to play with American artists, this influence, in the case of the Pat Metheny Group, became overt. The "Brazilian" quality of "Are You Going With Me?" is frequently noted; and it has been considered by some to be "obviously samba-based"."
Interesting story about Pat Metheny: "While playing at a club in Kansas City, he was approached by Bill Lee, a dean at the University of Miami, and offered a scholarship. After less than a week at college, Metheny realized that playing guitar all day during his teens had left him unprepared for classes. He admitted this to Lee, who offered him a job to teach instead, as the school had recently introduced electric guitar as a course of study."
He is apparently the only artist ever to win Grammy Awards in ten different categories.
A more recent performance, with the Metropole Orkest (Netherlands jazz/pop orchestra):