1. "Running Up that Hill" (Kate Bush; recorded especially for *Covers*)
2. "Where Is My Mind?" (Pixies; b-side to "This Picture", 2003)
3. "Bigmouth Strikes Again" (The Smiths; b-side to "Nancy Boy", 1997)
4. "Johnny and Mary" (Robert Palmer; b-side to "Taste in Men", 2000)
5. "20th Century Boy" (T. Rex; previously released on the Velvet Goldmine soundtrack, and also as a B-side to "You Don't Care About Us", 1998)
6. "The Ballad of Melody Nelson"" (Serge Gainsbourg; used on the Monsieur Gainsbourg Revisited compilation album, 2005)
7. "Holocaust" (Big Star; b-side to"Slave to the Wage", 2000) Alex Chilton 4:27
8. "I Feel You" (Depeche Mode; previously released on a fan club-only cassette in 1999 and as a bonus track on the American edition of Black Market Music
9. "Daddy Cool" (Boney M.; B-side to "The Bitter End", 2003)
10. "Jackie" (Sinéad O'Connor; B-side on the DVD edition of "This Picture", 2003)