This is a Can cover. Radiohead were planning on playing it at Amnesty International on December 10, 1998 but decided not to at the last minute. They finally played it this year in Denmark on September 8, 2000 and it has since been in and out of their setlists throughout the 2000 and 2001 tours.
The Thief was released in 1982 on the album Delay, which consisted of a number of previously unreleased Can songs from 1968 to '69.
Containing a very, how to describe it ... I dunno, for lack of a better word, the guitar ryhthm is cool. Thom spazzes out a bit with the vocals, but the track is great. Very intense.