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from a request in the comments here is a list of the covers done by The Hold Steady
Officially released songs (that you can buy):
-Hey Hey What Can I Do? (Led Zeppelin) - Milkcrate Mosh 7"
-American Music (Violent Femmes) BaGiA Australian Bonus tracks
-Against The Wind (Bob Seger) Stuck Between Stations EP
-Can You Please Crawl out Your Window? (Bob Dylan) I'm Not There Soundtrack
-Atlantic City (Bruce Springsteen) War Child: Heroes
Taped Shows (some songs show up in multiple shows)
-Ride On (AC/DC) The Moon
-Look Out Cleveland (The Band) First Ave.
-Let There Be Rock (Drive-By Truckers) First Ave.
-Burnin' For You (Blue Oyster Cult) State Theater
-History Lesson Part II (Live on Triple J) Minutemen
-Dance Music (XFM 2007) The Mountain Goats