James Murphy and his band LCD Soundsystem were on top of the world. They were headlining major festivals; they had sold out Madison Square Garden. They were both critical darlings and wildly popular among listeners. Their third album, "This is Happening," reached the Billboard Top 10.

But it was never what Murphy envisioned for his band. As he puts it in "Shut Up and Play the Hits," he wanted to make a record. But the record gave birth to a live show and tour. Almost a decade later, Murphy decided he'd had enough. In February 2011, the band announced that it would be playing its final show on April 2 at Madison Square Garden.

"Shut Up and Play the Hits" documents the last hurrah and follows Murphy in the hours leading up to and immediately following the final gig. Directors Will Lovelace and Dylan Southern's intimate portrait offers a look at the artist as a self-conscious and vulnerable human being and also delivers the pulse, power and vitality of a live show from the electronic dance rockers.

The movie opens in the minutes after the show, the music still ringing in the ears as a shaky camera wanders amid the detritus of spent euphoria. The poetic scene perfectly captures the mood and hints at the confusion behind the band's retirement.

Away from the maddening crowd, Murphy wakes up in his flat alone, and the camera follows the 41-year-old rock star walking the streets like a civilian, comforting himself with his French bulldog. Cameras are set up strategically to catch Murphy from a voyeuristic distance, and the tone of the film off-stage often feels like that of a narrative feature.

An interview with writer Chuck Klosterman digs into the psychological reasons behind Murphy's decision — he wants a life outside of a band he never imagined having — and provides an emotional context for the 48-hour period. Was Murphy scared of the responsibility and expectations of success? Was it simply time? What if termination is the wrong choice? A vulnerable and thoughtful Murphy contemplates all of these questions as he is pulled toward the end of this part of his career.

Fans of the band will be thrilled with more than a half-dozen performances of entire songs from the night at Madison Square Garden. The numerous cameras hide in between musicians like extra members of the band. Then the cameras pull back to show the massive crowd, the teaming energy and the almost religious experience of some in the audience. The movie also serves as a nice point of entry for those not hugely familiar with the band's work.

Other members of LCD Soundsystem are not heard from much, but it doesn't take many words to feel the complexity of emotion at play when one sees the expressive face of guitarist Al Doyle or the deep, sensitive eyes of keyboardist Nancy Whang.

"Shut Up and Play the Hits" is a sensitive, beautifully filmed story about fame and fear, ambition and love.

"If it's a funeral, let's have the best funeral ever," the words read at the beginning of the film. It would be hard to imagine a documentary capturing a similar ethos any better than Lovelace and Southern's film.