Radiohead were forced to abandon an intimate gig at an east London record shop and move it to a nearby club after nearly 1,500 fans turned up.
The gig was moved from the Rough Trade East shop over safety fears
Announcing the gig on Wednesday morning, the band promised tickets to the first 200 fans and pledged big screens outside for others to watch.
But the event was moved to club 93 Feet East from Rough Trade East records after police raised safety fears.
Patient fans were treated to the band's latest album In Rainbows in full.
That was followed by a six-song encore including old favourites My Iron Lung and The Bends.
The gig's scheduled 2000 GMT start was delayed because of the move.
During the gig, singer Thom Yorke told the crowd: "Today has been a very strange day. Might just have to have a drink at the end of it.
"A bad day to cut down."
The band apologised for the disruption experienced by fans
He also thanked Rough Trade East "for putting up with this".
BBC 6 Music's Lucy O'Doherty, who was at the gig, said every word was sung back at the band, who looked relaxed and jubilant on stage despite the hectic day.
Fan Ama Chana, 22, from west London, said it was "the single greatest experience of my life".
She added: "Even though we had to wait for three hours longer, the set was amazing. We were right at the front and could almost touch the band."
Speaking before the gig, fan Rob McCabe, from London, said he had been waiting since noon.
"Radiohead are my favourite band, I would do anything to see them," he told the BBC News website.
The band left record label EMI after the release of their sixth album, Hail to the Thief, in 2003.
Their latest album, In Rainbows, was originally released on the internet, with fans charged the fee of their choice.