As I recall the scene dialogue went something like:
Martin [amiably]: Warren Zevon, hey! I love you, I used to play Mohammed's Radio on guitar... or was it [name of song I can't remember] they have the same chords right? C-G-D?
Warren: Get away from me you little f__k. You're the kind of idiot who yells out Werewolves of London at every show.
It was Warren's send-up of his gruff, hard-edged rocker image, and the fact that Werewolves of London (a silly novelty record in many ways) was the song that people most casual fans associated him with him (eg people used to shout/request it at his gigs).
Warren had brief appearances in two eps: Music In My Veins, Part 1 & 2.
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Warren Zevon also appeared in a similar bit on "The Larry Sanders Show". He went on to promote his new album, and had to follow-up with Werewolves (groan).
There must be a lot of performers who grow to hate the songs that make them famous. Todd Rundgren and "Hello, It's Me" comes to mind.
Yeah, both shows were on HBO of course. Warren actually always claimed he didn't resent playing Werewolves for, as he called them, his "customers" but there was so much more great music in his canon.
It was a funny bit on both shows. On Sanders they actually had him play Werewolves and he sang it in a pissed off way.
A late response to legendNYC: the most known example of a performer that hates the song that made him famous would be Loudon Wainwright III and his hit Dead Skunk.