Killing Joke covering the Sex Pistols

On May 29th, 1980 at the Clarendon Hotel Ballroom in Hammersmith, UK Killing Joke covered "Bodies" by the Sex Pistols.

The Feelies covering the Modern Lovers

Seems like this should have been "covered" by now, but apparently not. On April 6th, 1990 at the Chestnut Cabaret in Philadelphia, the Feelies covered "Roadrunner" by Jonathan Richman and the Modern Lovers.

Psychedelic Furs lost song

On September 14, 1980 at Queens Hall in Leeds, the Psychedelic Furs played "Look Around You" a non-released track AFAIK. According to SETLIST.FM it has only been played twice.

The Field Mice covering Loop and The Buzzcocks

On September 21, 1991 at L'Ubu in Rennes, France, the Field Mice covered "Burning World" by Loop and "Sixteen Again" by the Buzzcocks.

The Field Mice covering The Feelies

On April 18th 1989 at The Falcon in Camden, London, the Field Mice covered "Loveless Love" by the Feelies.

REM covering the dB's

On November 10th, 1982 in Knoxville, Tennessee, REM covered "Judy" by the dB's with Peter Holsapple making a guest appearance. He'd later tour with the band.

Pavement cover The Fall and The Velvet Underground

On June 14, 1996 in Emeryville, CA, Pavement covered "The Classical" by The Fall and later in the show covered "What Goes On" by The Velvet Underground.

Mary Lou Lord covers the Cure

On March 6, 1995 in San Francisco, Mary Lou Lord covered "Just Like Heaven" by the Cure, in the style of Dinosaur Jr.