Out of Control then... and out of control still for the fourth of five in New York City.
'It was my 18th birthday,' remembers Bono. 'Edge was 17, Larry was 16, Adam was ...' We never quite heard what Adam was because U2 were Out of Control after which Bono resumed his reverie, remembering their first visit to NYC and driving over Brooklyn Bridge as someone explained that U2's success would be 'out of control'.
'After a song about coming to New York City as a young band, we just want you to know we're still as excited about the future as when we were a young punk band arriving here in 1980...'
In other words they still haven't found what they are looking for, which is what arrives next, turning neatly into a lovely touch of In A Little While.
'So thank you for coming out,' explains the singer, implying for a moment that there was some choice in the matter for the 20,000 people present, that there was something else they would rather be doing. 'This song is written about a young man that we went to high school with - his name is Christopher Nolan. He was born without enough oxygen, but his eyes were open.
And his mother saw a light in his eyes,
And she read to him and educated him...'
And with the miraculous help of a certain drug, this young man was able to express 'all these poems and stories he had in his head... anyway this song is about faith, in the people you love even if they can't love you back.'
And with the story comes the song as the band conjure up a shimmering performance of Miracle Drug, the simple graphics on the big-screen back of stage never more elegant.
Four shows into their five night stand in New York City - with two more to come next month - Madison Square Garden is starting to feel like home from home. Michael Stipe is here again, along with Naomi Campbell and Matthew Perry. But, as usual, all eyes are on the stage and one of the night's biggest roars comes as Larry leaves his usual seat behind the drums to wander around to the tip of the elipse and assume duties on the floor tom, sharing vocals with Bono for Love and Peace or Else.
This sequence of songs - Love and Peace, Sunday Bloody Sunday and Bullet The Blue Sky - has remained untouched since the opening of the tour in March, only extended with the inspired Miss Sarajevo. Four songs that span twenty years and illustrate a consistent political force at the heart of U2's musical quest. No-one else does this.
'Like my headband?' asks Bono, of someone in the audience, pointing to the slogan CoeXisT. 'It's a word, a piece of graffiti. As we grow older we're going to have to hold on tight to this word.'
At which point Bono picks up a young girl, Daria, nine years of age, sits her down on the stage and starts singing 'No more!'. She responds with 'One more!' and the two go back and for on vocals in a mesmerising, memorable cameo.
It may be a Tuesday in New York but everyone feels like it must be the weekend as Pride, Streets and One come in majestic succession. If some things change - like the setlist each night as the tour develops - some things remain constant.
'For any of you that are fed up with me going on and on about this stuff,' explains Bono, getting into his stride on Africa and global poverty. 'Its going to get worse. By the next election we'll have 5 million signed up. We won't be going around with a paper cup anymore. We'll have your voice and we'll use it.
'In the 60's there was the civil rights movement and in the 70's anti-apartheid. This is our struggle: equality at a global level. There will be a vaccine for AIDS. And one day it will look ridiculous - this waste of human life.'
As a glorious version of One comes to a climax, slipping into Ol' Man River, the southern states that have suffered from Katrina are remembered. 'It's in the worst of time we see the best of America and I'm proud to say that the volunteers from the ONE campaign have been in Texas and Louisiana and Missisippi. This is a great country, because it's a great idea. You gotta hold on to that idea!'
The cheers suggest they will. Then it's into three songs that were not in the set a couple of months ago, The First Time, Stuck in a Moment and Fast Cars, Edge spinning in a circle on the spot during his guitar solo. A beautiful woman arrives on stage for With or Without You and she can dance - and she does dance.
Before the show closes, the band cannot forget to mention someone who has travelled with them as long as anyone else. Larry sets up a special moment with a drum roll as Bono pays respect to 'the man who touches our button', Joe O'Herlihy, who has just been voted <a href="http://www.u2.com/news/index.php?mode=full&news_id=1751">Sound Man of the Year</a>. 'Turn around and take a look at him!' And 20,000 people do just that. And with that there's barely time for another song 'that needs some rehearsing - the Garden makes for a great rehearsal room.'
And it's Crumbs From Your Table and '40' which close the show.