That's what he opened with. It's been almost 24 hours now and I'm still reeling. He played Skeleton, some other old stuff, an unreleased song ("I know you don't know the words to this one yet so just scream whatever the fuck you want") and freestyled for a solid 15 minutes. It was the last show on the tour and he was out of merch so "just pirate my shit, whatever, I don't care." EDIT: that's a damn good Yo La Tengo album.
I'm jealous, he didn't play any unreleased material at the show I went to. Granted, it was very early in the tour. He closed with Lift the Curse, which was an incredibly ending. Really, put that song anywhere and it's going to be great. Glad you liked the Yo La Tengo album! Gregory Crewdson is a great photographer (he did the cover for the album).