R.E.M. Live at the Raleigh Underground (1982)
From the video’s Youtube page (posted in 2013):
“Yesterday was the 30th anniversary of the release of "Murmur" and somehow I stumbled upon the existence of this video which I'd never seen before. I love early R.E.M. especially "Chronic Town" and "Murmur"-era, so to get to see the band profusely sweating out these songs at such an early stage, and pro-shot, is just fascinating bliss. This was filmed less than two months after "Chronic Town" was released on I.R.S. and it's an outstanding document. It is also the earliest known professionally show footage of an R.E.M. show.
Setlist:
Wolves, Lower
Laughing
1,000,000 **
Moral Kiosk
Catapult
West of the Fields
Radio Free Europe
Ages of You
We Walk
Carnival of Sorts (Box Cars) ***
Skank (Jam)
** Mitch Easter, who produced "Chronic Town" as well as "Murmur" and "Reckoning" (with Don Dixon), joins the band on guitar)
*** As identified by peechpanda in the comments section, Peter Holsapple appears to join the band on guitar for this song)