I don't know if someone has already pointed this out but U2 are on the Live Lounge, Vol. (Live From BBC Radio 1's Live Lounge).

It's Beautiful Day live in the studio. Its the 19th (and last track) on the 1st CD. Just found it on iTunes. Just thought it was a bit of a suprise.

They did a few things for the BBC and must have recorded it then, at the start its got some cheering and stuff.