"The Beginning of the End"
"Last"
"Survivalism"
"March of the Pigs"
"Closer"
"Capital G"
"Burn"
"Gave Up"
"Me, I'm Not"
"The Great Destroyer"
"Eraser"
"Only"
"Wish"
"The Good Soldier"
"No, You Don't"
"Suck"
"The Hand That Feeds"
"Head Like A Hole"
"Hurt"
I stole that from the NIN Wiki article on the first date of the tour.