Here is a television interview that Sun Ra did in 1986 with WTZA 62 (now WRNN) in Kingston, NY to promote a nearby gig. It is notable for a few reasons. First, after the Sun Ra story the news anchors announce the death of "The King of Swing" Benny Goodman (thus dating the broadcast to June 13, 1986). Second, the female anchor, Nancy Cozean would later become the mayor of Poughkeepsie, NY. And, most importantly, it's one of the few instances in which Sun Ra explains in fairly plain terms what exactly all of this Sun Ra stuff is actually about. There's no talk of aliens or spaceships or anything like that, and whether this is due to clever editing or Sun Ra just being in a bad mood is (obviously) unknown.
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