U2Lynne is correct, not every song has been played live. Here is a short list of songs never done live:
Stranger In a Strange Land
Is That All (unless you count The Cry, essentially the same guitar)
Drowning Man (only snippets have been sung)
The Refugee
Red Light
Promenade
4th Of July (only played over the PA as intro music)
Elvis Presley And America
Red Hill Mining Town (only done at soundcheck)
Heartland
Acrobat (done in rehearsals, acoustic only, audio of it exists)
Some Days Are Better Than Others
The Wanderer
The Playboy Mansion (snippet sung at the end of Streets 1997)
When I Look At the World (snippets sung at the KC 2001 show)
Grace
Oh and Electrical Storm and Hands That Built America also!
I think Electrical Storm will be done on the next tour though.
Thats off hand, there are alot of B sides that have not been done live also.