“Cold Wind” was released as a single during the Funeral sessions, but has never appeared on any other Arcade Fire release. It was backed with “Brazil”, a cover of “Aquarela do Brasil” by Ary Barroso.
[Verse]
In the middle of the summer
I'm not sleeping, cold wind blowing
In the middle of the night they
Try to find me, but I'm still driving
If you're going to San Francisco
Lay some flowers on the gravestone
There's music on the station
But I'm just listening to cold wind whistling
[Chorus]
And if they ever find me
Tell the papers
Cold wind, cold wind
Cold cold wind blowing
Cold wind blowing
[Hook]
Hey!
Something ain't right
Something ain't right
[Chorus]
And if they ever find me
Tell the papers
Cold wind, cold wind
Cold cold wind blowing
Cold wind blowing
As something of an obscurity, it’s no surprise that Arcade Fire very rarely play “Cold Wind” live.
As its lyrics refer to San Francisco, and doesn’t mention it being destroyed, it’s often played at their SF shows.