Faith No More
Saturday, 05 April 1986
The World
New York, NY, USA
[No setlist details]
Confirmation:
Setlist.fm
"The Real Story" page 34 indicates they played New York the day after the Ministry gig.
"Small Victories" page 80

A review (by Jay Wood) from unknown paper/magazine included in Introduce Yourself presskit indicates FNM played "The World" "Saturday night at The World in NYC". It is assumed this is that gig.
On This Day:
Year Venue State/Country
1982 The Animated: Madame Wong's, Los Angeles CA, USA
1985 Haircuts That Kill: Anti-Club, Los Angeles CA, USA
1994 Cement: The Point, Atlanta GA, USA