The very first time don’t burn the pig was played was at Yoshi’s in 1995. According to story intro's, Dave was supposedly inspired to write the song after watching a nature special in which native tribes burned live pigs to determine judgments. The last time it was played by the full band was on 8.31.96 where Dave briefly explains the song a bit.
“So when I was really small I saw this film of a, experiments on pigs to see how much you could burn them without killing them. So they had this little baby pig and about five grown men, and some of the grown men were holding the pigs, and some of them were burning the pigs. All the baby pig could do was scream. Don’t burn the pig.”
After that the song disappeared almost entirely with the exception of a few Dave and Tim appearances in 1997. It was not until 1998 during the Studio Sessions of "Before These Crowded Streets" where the song was majorly reworked into Pig. Although the phrase, "Don't Burn the Pig" was not included in the album version, it resurfaced in the song in 2001. When "Pig" returned to the setlists in 2002 and again in 2005, it was listed on the road page setlists as "Don't Burn the Pig" but every version has been the modern song.
(1995-05-10) (6.3M) - first time played (Yoshis)
(1995-05-20) (15.5M) - first time played as an opener
(1997-02-21) (dave & tim) (4M)