I went to the Fleet Foxes gig at the Roundhouse on Sunday and the music playing inbetween the support and the FF's was a really good mix of tracks (Bob Dylan, Radiohead, Stevie Wonder).
I would've thought that venues just run a playlist they've assembled themselves except the songs played on sunday were tracks that Robin Pecknold (lead singer)has said he likes in interviews.
There were a couple of songs that I really want to get hold of and tried to Shazam/Track ID at the gig but it wouldn't work.