"Mercy" was originally slated for How to Dismantle an Atomic Bomb, but for some reason it was yanked at the last minute. One fan wound up with a bootlegged copy and it was uploaded to the Internet in late 2004. U2 fans fell in love with the anthemic song, many of them arguing it was one of the most U2-ish songs every written. The band finally got on board in 2010 when they began playing a revised version of the song in concert. One of those versions came out on the band's 2010 EP Wide Awake in Europe.