Dream Theater - Uncovered (London 1995-01-31 at Ronnie Scott's Jazz Club) - First 3 Songs 

Dream Theater played a gig of cover songs on January 31st, 1995 at Ronnie Scott's Jazz Club in London. The setlist consisted of songs they sited as influences for their own music. This is a video of the first few songs:
0:07 Elton John - Funeral for a Friend / Love Lies Bleeding
10:36 Deep Purple - Perfect Strangers
16:13 U2 - Red Hill Mining Town