@Kalata started (and I added to) an overview of songs that were played but never appeared on video footage (official, unofficial, does not matter).
Included some songs without audio proof: most probably played live in the seventies, and in one case 1984.
1975-1980:
01 Strange World
02 Burning Ambition (a wild guess, but probably a good one, since it is one of Steve's oldest songs and it would make sense if that was played, e.g. in a time when the band did not have many songs yet (maybe the band stated that it was played, can't remember where at the moment)
03 Highway Road in Time
04 Jailbreak
05 Prodigal Son
06 I've Got the Fire
07 The Ides of March
08 Invasion
09 Women in Uniform
1981:
10 Twilight Zone
11 Genghis Khan
1984:
12 Back in the Village (In 1985 Adrian said it was dropped from the set (beginning of World Slavery Tour in Poland), unless he was talking about a rehearsal. In the early nineties he said Maiden never played it. See Pages 5, 6 and 12 of this
thread)
1984-1985:
13 Losfer Words (Big 'Orra)
1986:
14 The Loneliness of a Long Distance Runner
1998:
15 Don't Look to the Eyes of a Stranger
post-1998: nothing escapes us anymore.
More 1970s songs
@Magnus ?