Paste.com is offering a free download of Radiohead's show at The Tramps in New York City on June 1, 1995. The show has a great deal of songs from their at-the-time newly released second album, The Bends. This performance is before the band really made it big with OK Computer, so it's interesting to hear them when they were still growing as a group.
You can also choose to pay some money for the download. All the money made will go to Amnesty International.
Check out Noise Trade to stream all the tracks individually as well.