More than 20,000 people gathered at Madison Square Garden last April to watch LCD Soundsystem say goodbye. The New York dance-punk band’s final, nearly four-hour-long show was a celebration of the group’s music, their friends and the fans who made it all possible.

Then, it was over. LCD Soundsystem was no more.

All that was left of the band James Murphy had devoted the past 10 years of his life to were memories and a storage room full of instruments. Murphy had made the decision to end the band, and he had no idea what he would do next.

“The sobriety of the morning after playing the biggest show of your life [is] an interesting point to jump into that story,” says Dylan Southern, who co-directed “Shut Up and Play the Hits,” a documentary about the band’s final show.

The film, which Southern directed with Will Lovelace, screens Wednesday at Landmark’s E Street Cinema, AFI Silver Theatre and Cultural Center and AMC Lowes Georgetown 14 as part of a one-night-only event. (E Street has extra, though already sold-out, screenings Thursday and July 26.)

Southern and Lovelace, who had previously directed “No Distance Left to Run,” about Britpop band Blur, were drawn to this project because the story was so unusual.

“This was a group of people still making great music for the fans,” Southern says, “and they just made a very calm decision to stop.”

Focusing on the end of the band’s story rather than its entire career particularly appealed to Lovelace.

“What interested us in making the film was that it was set over a very short period of time,” he says.

That presented its own challenges. “There’s only one chance to do it, so we were really, really keen that we did justice to the [final] performance and the atmosphere of that night,” Southern says.

They recruited a crew of cinematographers — including Murphy’s close friend, “Where the Wild Things Are” director Spike Jonze — to film the concert, giving them minimal instruction.

“Our whole approach was, ‘Just go and shoot your experience of the show,’” Southern says. “We wanted the cameras to be in places that people actually would be, in among the musicians, in among the crowd.”

Southern himself was onstage operating a handheld camera for most of the show. “The adrenaline just took over,” he says. “In any other circumstance, I wouldn’t have been able to hold that camera and get the stuff I was getting for that amount of time, but the energy of it and the feeling of the event made that possible.”

The Year After

Since LCD Soundsystem broke up, James Murphy has busied himself with DJ gigs and his record label, DFA. But he’s also hinted LCD Soundsystem may reunite in the studio to record a cover song for one of his friend’s movies. If you’re in need of a quick fix, he’ll DJ on Sunday at Merriweather Post Pavilion — the site of the last show LCD Soundsystem played in this area, back in 2010.

Merriweather Post Pavilion, 10475 Little Patuxent Pkwy., Columbia, Md.; opening for Sleigh Bells and Hot Chip; Sun., 6:30 p.m., $35-$45; 800-551-7328.