 The song has been covered by Howard <unk> on his album <unk> Bob Dylan & The Band 's The Basement Tapes Live at Joe 's <unk> . <unk> played more than sixty songs from Dylan and the Band 's Basement Tape sessions over three nights , of which selected tracks were included on the CD and an accompanying DVD . " Santa @-@ Fe " has also been covered by Steve Gibbons . On November 7 , 2007 at the <unk> Theatre in New York City , J <unk> and the Million Dollar <unk> performed the song at a special concert featuring numerous music artists celebrating the release of Todd Haynes 's film I 'm Not There . Thomas Ward notes that Dylan himself has never played the song live . 
