The show from 1994-03-18 during the Self Destruct Warm-up shows was actually performed at The Roxy (the same club as the one on the 17th). The Grind was a club in the same vicinity, but NIN never performed there.
Also, the first Lollapalooza show EVER was performed in Phoenix and isn't listed (see attached flyer). The NIN shows prior to this were warm-ups, not a part of the Lollapalooza tour. It was on 1991-07-18 at Compton Terrace (technically in Chandler, AZ). Trent played a song and a half before being so frustrated by equiptment problems (and who knows what else) that he pushed the equipment off the stage and ended his performance. I will look up the song to be sure I have the tracks right before posting here.
Thanks!