We "can't stand losing" them!

The Police played their final gig Thursday night at Madison Square Garden, holstering an ambitious 150-date (and highly lucrative) reunion tour.

At the concert, the Sting-led, legendary reggae-rock trio covered Cream ("Sunshine of Your Love"), Jimi Hendrix ("Purple Haze") and of course broke out plenty of the signature tunes that made them famous, like "Roxanne," "King of Pain," "Every Breath You Take" and a version of "Message in a Bottle" that saw them accompanied on stage by two dozen members of New York City Police band, says the Associated Press.

Early on in the show, Sting praised guitarist Andy Summers and drummer Stewart Copeland's "musicianship, your companionship, your friendship and your understanding," adding with a nodding wink to their reportedly volatile chemistry of years past: "The real triumph of this tour is that we haven't strangled each other … Not to say it hasn't crossed my mind -- or Andy's or Stewart's."

And with the echo of the night's final guitar chord reverberating in the ears of the New York crowd, The Police took their final bows in the same city they played their first U.S. gig 30 years earlier.