Lego
Ancient Mariner
You could argue that the addition of Children of the Damned to the encore of the charity shows in support of Clive Burr in 2002 was the last time they did that, as they were playing effectively the Rock in Rio 2001 setlist minus Sign of the Cross.
Run to the Hills in 2001 was not a one-off for Rio though (most people here would probably know this), as they had also played the song in Chile. The Fallen Angel and Out of the Silent Planet had been played instead at the intimate London shows, and in Mexico and Argentina.
I said that RTTH being played at RIR was the last time an encore song was added off-the-cuff. As in, pretty much the day of the show. Children of the Damned was certainly planned and rehearsed well in advance as a special treat for Clive.