The Arcade Fire covered David Bowie's Five Years during their show in Austin on September 25th. They also played intense versions of No Cars Go and Headlights Look Like Diamonds. You can download the torrent here (registration required, and worth it).
Arcade Fire (Live, Austin, 9-25-05) (mp3):
Five Years (David Bowie cover)
No Cars Go
Headlights Look Like Diamonds