The BBC has a pretty massive amount of Arcade Fire footage on their site right now. The band recorded a live set in front of an audience at the BBC’s Maida Vale studio. The recording was done for the BBC Radio 2 station. The website streams Arcade Fire video and audio from the set.
The set is pretty good, it even has one of my fav Arcade Fire songs, No Cars Go.
The link to the main page of of the BBC site will all the details on the songs played is; www.bbc.co.uk/radio2/events/arcadefire/ . Not sure how long the audio and video will stay online but its up right now.