I saw these guys about 12-13 years ago in Seattle at Breakroom, which I think closed and became a crappy club owned by Linda of Linda's and Cha-Cha fame.
I think my favorite Oderus Urungus moment was when GWAR appeared on the Jerry Springer Show along with the Mentors, El Duce was such a heel character that all the outraged moms somehow wound up cheering for GWAR.