Radiohead have never played a lot of covers in their live set, though over the years they have attempted everything from Glenn Campbell's "Rhinestone Cowboy" to Neil Young's "Cinnamon Girl" to Tim Buckley's "Sing a Song for You." Most of their covers were played a single time and forever dropped, like New Order's "Ceremony" and Blondie's "Union City Blue." Even at their earliest club shows before Pablo Honey came out they filled their sets with original material rather than cover songs.
Strangely enough, the cover song they've played the most is Carly Simon's "Nobody Does It Better." The 1977 theme to James Bond's The Spy Who Loved Me was first played by Radiohead on August 18th, 1995, during a TV appearance on MTV London to promote The Bends. (You can watch that performance above.) They must have liked it since they added it to their setlist through the rest of the year, and even brought it back a couple of times on the OK Computer tour a couple years later, playing it a total of sixteen times, odd as it was for them to be singing about James Bond's sexual prowess night after night. Thom Yorke told the crowd at a 1995 gig it was the "sexiest song ever written."
It's also the only James Bond theme (excluding Dr. No in 1962) up to that point to have a different title than the name of the movie, though the line "the spy who loved me" does appear in the song. It was still an enormous worldwide hit and got songwriters Carole Bayer Sager and Marvin Hamlisch nominated for an Oscar, though it lost to Debby Boone's "You Light Up My Life."
Thirty-eight years later, Radiohead wrote "Spectre" for the James Bond movie of the same name, but it was rejected in favor of Sam Smith's "Writing's on the Wall." It may have been a mistake since most critics weren't too impressed and preferred Radiohead's song. After all, nobody does Bond better than Radiohead. Well, maybe Duran Duran did it better with "A View to a Kill." Paul McCartney probably did it better to with "Live and Let Die," not to mention Shirley Bassey's "Goldfinger" and "Diamonds Are Forever." OK, a lot of people did it better than Radiohead – just not Sam Smith.