The private life of Don Van Vliet -- a.k.a. Captain Beefheart -- isn't as much of a concern for journalists as that of other reclusive artists. More reporters have taken the time to visit J.D. Salinger's home in New Hampshire or looked for Jeff Mangum on the New York streets. But for fans of his music Vliet's sudden decision to quit music in the '80s in order to focus on painting was the equivalent of a full-scale disappearance. The last clear update on his life came in a 1997 BBC documentary. There seem to be rumors that he's possibly suffering from MS, but regardless of his health no one expects to be hearing from him publicly. Unfortunately, his life will likely not be fully remembered until the obituaries are published.
In 1993, Anton Corbijn made this video about the artist. Though over 15 years old it is probably the most recent material that will be available (thanks to Ubuweb):
But for someone so withdrawn, it's amazing to see him on Letterman back in '82!