R&P challenge: Can you name a song that is really good by a band...?

... that doesn't appear on a studio album?

Excludes film soundtracks, commerically released singles and remix
albums and greatest hits compilations or deluxe editions of particular
albums.

Burn- Nine Inch Nails

http://www.youtube.com/watch?v=XdhKnAw6VZw

Beginning Is The End Is The Beginning- Smashing Pumpkins

http://www.youtube.com/watch?v=pxM4EbN9lMY

Both of the songs I used are among each band's top 10 songs

BQ: Where do these songs rank among the bands best?
BBQ: Favourite album (that isn't a studio album, think remix album,
compilation, soundtrack,etc?)