The Wind Cries Mary [Version (a)]:
From Jimi's original:
After all the jacks are in the boxes
And the clowns have all gone too bed
You can hear happiness staggering on down the street
Footprints dressed in red
And the wind whispers "Mary"
A broom is drearily sweeping
Up the broken pieces of yesterday's life
Somewhere a queen is weeping
Somewhere a king has no wife
And the wind, it cries "Mary"
The traffic lights, they turn blue tomorrow
And shine their emptiness down on our bed
The tiny island sags downstream
'Cause the light that lived is dead
And the wind screams "Mary"
Will the wind ever remember
The names it has blown in the past?
And with this crutch, this old age and its wisdom
It whispers "No, this will be the last"
And the wind cries "Mary"
"The Wind Cries Mary" is originally a 1967 single by The Jimi Hendrix Experience.
Beck has covered the song twice. The first night was a radio show in Chicago (The Windy City), and Beck, his band and MGMT got together for a long set. They somewhat amusingly performed a setlist of cover songs, all about wind.
The same groups then played it together during Beck's set a few nights later at a show in Montreal.
I'm not aware of any bootlegs of either show, unfortunately (it's unclear if that Chicago radio show actually ever aired).