I have all these Jolie Holland recordings burned to a single CD (I’m old like that). A nice collection of rare recordings, as good as any of her official releases. She really should put out a live album.
Palmyra, Stubborn Beast, Ghostly Girl and Corrida Por Buddy recorded at WOXY, just her and her guitar, kinda like this (but with a guitar instead of a piano):
Palmyra, Mexico City, Old Fashioned Morphine performed for NPR with her band.
The untitled track for NPR at the bottom of the list is a keeper.
Do a search for “Jolie Holland & Quiet Orchestra.” It’s a CD from 2004 that for some reason isn’t easy to find, but can be downloaded through various sites for free. Well worth hunting it down. The songs are: Don’t Get Trouble on Your Mind, Spooky Pony Blues, Do You?, Sascha, Catalpa Waltz, Alley Flowers, Nothing to Do But Dream, Ghost Waltz, Lay Your Black Hand Down — all of them performed beautifully.
UPDATE (April 7/11): Check out the Daytrotter Sessions: