This clip is from Tom Waits's Big Time, "part concert movie, part play, with elements taken from the Franks Wild Years [which originally featured 'Way Down in the Hole'] play". I don't know if you could find a better way to the present this song (other than perhaps the context below), it's just so physical, dramatic and searingly bluesy. Or jazz-rock, whatever way you want to express it. You can certainly see why they chose this song for the Wire.
As I've mentioned previously, Tom Waits and Nick Cave are both artists which I really like but have never really felt the need to stretch my collection of their work beyond one or two albums. I'm not sure whether that's because I don't think there's enough variety in their work (assuredly untrue, and the standard comment of anyone who doesn't understand any artist) or whether I'm perplexed as to which albums to move onto (no doubt people could give me plenty of suggestions), or maybe it's because I really just can be happy with Blood Money, a bit of Swordfishtrombones, and the opening sequence of every episode of the Wire -
(this is the title sequence from the second season of the Wire - now showing in Ireland on Channel 6, Thursdays at 9.35 - which is the season that features the original Waits version rather than a cover.)