As
loader5710 said, the album it's from is the S&M album, which was a 2 night special gig Metallica did with the San Francisco Symphony orchestra's - one of the most prestigious orchestra's in the world!
Michael Kamen orchestrated and conducted it, and sadly died shortly after. Kamen actually scored the original string parts for the album version of Nothing Else Matters, and has worked with literally HUNDREDS of bands to do orchestration, including the Beatles, Stones - the list is endless!
S&M is available in DVD, which includes both 5.1 and 2.0 versions of the concert, and for each there is a seperated "band only" or "orchestra only" audio track - which is hella neat... Multi angles for some tracks etc....
CD is stereo, band and orchestra only...
It's one of my fave Metallica live recordings as a) it's different (the orchestra adds SUCH wealth to the overal sound) and b) it's so exceptionally recorded!
Not sure about N.E.M being a fave track tho. I mean I like it, it's nice n all that, but it sure ain't no "Blackened", "Justice For All" or "Battery"