Well - what you have to remember is that they won't play the same song on a night more than once, so if you request a song they already played, they won't play it again. If you request a song they already played with a massive tip, they'll track you down and ask for a different request. And actually I lied about them playing anything. When we were there last time someone requested something (with the big tip) they actually admitted they couldn't do it (it was a rap song, I can't remember what) and then one of the piano guys went out in audience and consulted with them to pick a different song. Also, they get more requests than they have time to play them, so if you don't tip or give a small tip (<$5) you may not get your song. So yes, they won't always play your request / play everything, but they do a pretty good job of it.