Edit #2: Alas the video has been taken down.
Arcade Fire - Live at the Bridge School Benefit Concert 2011. Stunning!
1:24 The Suburbs, 7:31 Empty Room, 12:16 Month of May, 15:50 Rebellion (Lies), 21:51 Intervention, 26:59 Helpless (with Neil Young) [Crosby Stills Nash & Young cover], 33:00 Wake Up.
Edit: MP3s anyone?